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gnelabs / NateTradeOpeningRange

Opening range trading strategy
Apache License 2.0
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Add index correlation indicator #3

Closed gnelabs closed 5 months ago

gnelabs commented 5 months ago

Historical correlation to the spoos can be useful for determining whether or not the strategies' performance can be meaningful.

gnelabs commented 5 months ago

https://github.com/gnelabs/NateTradeOpeningRange/commit/e581bb44329387e87d0c015c6094189877dabcda