Good morning Simon,
Happy New Year, did you try uploading the strategies back into portfolio in order to see exactly which strategies are showing correlation with each other? In my opinion there will always be a bit of correlation overall since we’re scanning the same markets over and over using the same horizon periods for the most part. I think as long as the portfolio you take live is showing minimal similarities in the strategies (different rules, sl, tp etc) you should be fine. I just looked at my demo account and saw a lot of my new strategies taking the same direction as some of my older strategies that are still working from the beginning of 2019. This helps give me confidence in the newbie strats. Hope this helps?