TradeStation EasyLanguage tutorial 171 demonstrates 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.
See https://markplex.com/free-tutorials/tutorial-171-correlation-indicator-when-bars-missing/
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