I’d like to know whether it’s possible that, when I assign a zero weight to some strategies in the MetaStrategy, the correlation is calculated only among the other strategies that do not have zero weight.
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Hi.
Does anyone know if this behavior is correct?
Does anyone know if this behavior is correct?
Yes, of course. Take a look at Profit and other metrics: it's zero. By assigning zero weight you made the systems take no trades, hence zero correlation.
I set 2 strategies 50% each in this case. It should have any correlation, no?
Your screenshot is partial so it doesn't show the column you're looking for. Scroll to the right to find the answer.
I'm not understanding.
I'm running 2 of n strategies. There is results running 2 of those n strategies.
It should be correlation between those 2, right?
I'm running 2 of n strategies. There is results running 2 of those n strategies.
It should be correlation between those 2, right?
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