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Ask a Trainer - TC2000 version 12/18
Pair Correlation Scan
I would like to scan for highly correlated pairs (>.80 correlation for 60 bars) similar to XEL-CMS that consistantly depart from and revert back to the 10 SMA as the mean . Is there a PCF to do it? Is it possible to write one? Please assist.
It is not generally possible to create a PCF for this sort of thing as there is no syntax in the Personal Criteria Formula Language for referencing other symbols.