Hi,

I have used Tomasz's code from here with the only changes selecting filter watchlist being log returns instead of Close prices directly.

Code:

```
wlnumber = GetOption( "FilterIncludeWatchlist" );
symlist = GetCategorySymbols( categoryWatchlist, wlnumber );
Filter = Status( "lastbarinrange" );
pC = log(( C / Ref( C, -1 ) ));
for ( i = 0; ( sym = StrExtract( symlist, i ) ) != ""; i++ )
{
FC = Foreign( sym, "C" );
pFC = log((FC / Ref(FC, -1)));
Corr = Correlation( pC, pFC, 252 );
Clr = 32 + LastValue( Corr ) * 32;
AddColumn( LastValue(Corr), sym, 1.2,
ColorHSB( 128 + Clr, 255, 255 ),
ColorHSB( Clr, 255, 255 ) );
}
SetSortColumns( 1 );
```

I am not getting a symmetric correlation matrix, as can be seen in the image below:

Is this a settings related issue? When doing plotting correlation using following code, I am seeing the same correlation graphs:

```
pC = log(( C / Ref( C, -1 ) ));
NC = Foreign( "NIFTY_F1", "C" );
pNC = log((NC / Ref(NC, -1)) - 1);
Plot(Correlation(pC, pFC, 52), "Correl1", colorWhite);
Plot(Correlation(pFC, pC, 52), "Correl2", colorYellow);
```

I am not sure what the problem is. Please help.

Rakesh.