I have attached custom snippet (just copy of ProfitLoss.java and changed for Loss). Saved in this path: C:\QuantAnalyzer4\extend\Snippets\com\strategyquant\extend\CorrelationOf
In tab "Analyze", tab "Portfolio correlation" attached two strategies show monthly LossPipsDD correlation 0.74.
However when I want to use PortfolioMaster, it dismiss these two strategies. Reason is that correlation is 0.36, which is different from tab "Analyze".
Please can you check if its bug, or might be that I did mistake in some point?
Thank you in advance for your time and help