[Multi-Markets] "Calibrate Indicators Values" type of thing but for Correlation, to find, select only correlated multi-markets to test on

[Multi-Markets] "Calibrate Indicators Values" type of thing but for Correlation, to find, select only correlated multi-markets to test on

What that means is, Currently we have a feature that does indicators calibration which is basically looking at indicators that got no MIN or MAX value to them (unlike RSI or Stoch for example they got MIN and MAX values of 0~100),

What i thought would be a great feature to have is this:
You choose to use the multi-markets CrossCheck, and inside you will have an option to allow SQ only select to re-test on multi-markets/multi-TFs that have a correlation to your MAIN market of > (0.7) for example,

that way the multi-markets CrossCheck will calibrate all the markets and TFs selected inside the CrossCheck and will then select to re-test only on those who got higher correlation to your MAIN market of (0.7)
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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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k
#1

Karish

17.06.2022 10:10

Task created

E
#2

Emmanuel

20.06.2022 21:44
Voted for this task.
HH
#3

Hans

18.07.2022 22:07
Voted for this task.

Votes: +2

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