Custom Project: correlated strategies
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こんにちは,
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?
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Do you mean you would like to have a separate custom project task that only checks correlation?
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