Custom Project: correlated strategies

Hello,

In build 130 has been introduces possibility to generate strategies not correlated with the others already in databank, the main probem is that it slow down a lot the generation process, so I cannot use it.

Is possible instead set in custom project a filter that automatically check correlation between some strategies in the dabank and remove those above some level of correlation?

Do you mean you would like to have a separate custom project task that only checks correlation?