East Windsor, NJ
Posts: 5 since Jul 2010
Thanks Given: 1
Thanks Received: 0
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Hi,
I've been thinking about calculating correlations accross futures (ES, TF, NQ, CL, 6E, 6B, GC, SI and ZS) and along with PA, design entries, position sizing and targets/stops.
But before I spend a lengthy amount of time trying to program this, I wanted to see if there's anyone who's attempted this, or whether anyone has any thoughts on the topic, tips would also be appreciated!
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