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There are high correlations in volatility (volatility clustering) but returns are not highly correlated - that would be too easy! In my experience, there are very *weak* temporal dependencies in the returns - it can be checked for instance using the BDS statistics - most likely those...

I'll second that, AB is a great tool, especially for backtesting, not so easy to master but a great tool. >. If you want to trade/test Intraday with > Amibroker, forget about it. That's wrong in my experience, plenty of people are using it for intraday, just look at the AB mailing lists...