There is a Plugin "Filter by corelation" in the SQ forum.
This Button is very helpfull for Analysis.
A normal Workflowanalyis go do the following tasks.
1) Strategy generation
2) Filtering
3) Filtering 2...
3.5) Klick botton by hand "Filter by correlation"
4) Robustnesstests
Most of the strategies are correlated. So the WalkForwardMatrik take a very long time.
My Idear ist to stop the workflow and click on the Button "Filter by correlation" to reduce the analysis time between step 3) and step4)
Less Strategies means faster analysis.
It is very helpfull if the Plugin "Filter by correlation" will be available as new Task in the Workflow. So I can automate this step.
It is possible to get this feature in the next version? I think the code for Plugin is ready. It is in the SQ forum.
The effort to implement the feature as a new task should not be too high.
https://strategyquant.com/doc/programming-for-sq/filter-by-correlation-plugin-example/
Subject changed from SQ 4.137 RC2 Feature: Filter by corelatoin as a TASK for Workflow to SQ 4.137 RC2 Feature: Filter by correlation as a TASK for Workflows