Indicators: Portfolio Correlation and Margin Risk Calculator
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Portfolio Correlation and Margin Risk Calculator:
Computes the historical Pearson correlation between any set of instruments and the combined margin your account would need to hold all of them at once, as a percentage of your equity. Runs natively in MetaTrader 5 with no external libraries, no Python, and no AI — set your symbol list and lot sizes as inputs and it reports the full matrix in the Experts tab and on the chart, refreshing on a timer.
Author: Cristian David Castillo Arrieta