Correlation filter

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Hi,

I am developing a robot that trades 28 pairs, it would be necessary to add a correlation filter. Do you know any bot with a correlation filter? to take it as an example

Or which formula this filter use, how to give input to programmer.

 
Argoliiv:

Hi,

I am developing a robot that trades 28 pairs, it would be necessary to add a correlation filter. Do you know any bot with a correlation filter? to take it as an example

Or which formula this filter use, how to give input to programmer.

Hello 

Consult this article 

Practical application of correlations in trading - MQL5 Articles

Practical application of correlations in trading
Practical application of correlations in trading
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In this article, we will analyze the concept of correlation between variables, as well as methods for the calculation of correlation coefficients and their practical use in trading. Correlation is a statistical relationship between two or more random variables (or quantities which can be considered random with some acceptable degree of accuracy). Changes in one ore more variables lead to systematic changes of other related variables.
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