How to read corr5 numbers (5 year pattern vs longer time) Support for strategies module

2 posts   •   Page 1 of 1
profit
 
Posts: 1
Joined: Thu Jun 01, 2017 6:51 pm

How to read corr5 numbers (5 year pattern vs longer time)

by profit » Fri Jul 07, 2017 1:27 pm

Does anybody know how to read corr5 numbers in strategy search ?

i.e : if it above 50, it means good correlation and below 50, it means no correlation ?

Thanks

Mira
 
Posts: 35
Joined: Tue May 14, 2013 12:59 pm

Re: How to read corr5 numbers (5 year pattern vs longer time

by Mira » Sat Jul 08, 2017 9:06 am

Hello,

here is description from the help for this column

Corr5 - In trade (seasonal window) correlation between short term five years pattern and selected longer term history pattern (History selectbox in Search form). Five years history has zero values (doesn't make sense to compare same pattern).

2 posts   •   Page 1 of 1
It is currently Wed Feb 20, 2019 2:09 pm