EasyLanguage tutorial 172 | Missing bar correlation using a PSP
2 years ago
37
See https://markplex.com/free-tutorials/tutorial-172-missing-bar-correlation-using-a-psp/
TradeStation EasyLanguage Tutorial 171 (https://markplex.com/free-tutorials/tutorial-171-correlation-indicator-when-bars-missing/) demonstrated how to create a correlation indicator for data pairs where one of the data pairs has ‘missing bars.’ For example, for symbol 1 (data1) trading might have occurred on every bar during the trading session. Symbol 2 might be more thinly traded and hence it doesn’t have trading activity on every bar.
Tutorial 172 modifies the tutorial 171 program so that instead of using Data2, the equivalent data is taken from a Price Series Provider.
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