From its script and formula, switching them should make no difference. I suspect something else wrong in NT?
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Correlation indicator mismatches
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Correlation indicator mismatches
As the screenshot shows, correlation between two instruments never matches if you switch the primary and secondary series.
From its script and formula, switching them should make no difference. I suspect something else wrong in NT?
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The higher the Count value, the more values will match. When I test a Count of 10, the Correlation indicators don't show the same values. When I test a Count of 100, they show the same values.
If you want the Correlation indicators to match, please use a high Count value.JasonNinjaTrader Customer Service
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