what period are you using for numperiod? Also, let's say I am trading 2 instruments on the m5 TF. I want to trade 2 instruments that are uncorrelated. SHould i look at the m5 correlation, or the m15 correlation, or another time frame. let's say average trade takes 20-25 candles to close, as a guess. thanks! that's why i would like to know the numperiod. If its low, e.g. 5, then i will need to use m15. if numperiod is say 20, then i can probably use the m5 correlation. Let me know if you have any thoughts on this. thanks