Posted By: Mithrandir77
How to compare if two strategies are correlated? - 08/26/14 23:01
I thought of using EquityShort+EquityLong as in the example in
tips and tricks in the manual and save it to a csv but also BalanceLong+BalanceShort since it is the return of all closed trades. What do you think? Thanks beforehand!
tips and tricks in the manual and save it to a csv but also BalanceLong+BalanceShort since it is the return of all closed trades. What do you think? Thanks beforehand!