Nick Ross No. Chronologically, the events of Capricorn happened before Miller's decision to become an expatriate bohemian. He wrote Cancer in France where he met Anais Nin, the would-be love of his life. He wrote Capricorn for Anais, as a recollection of his old life, of the life he had abandoned for that which is described in Cancer, and the wife he eventually left for her.
Morgan I'm not sure there is an order. I'm reading them in order they were written. That might help little bit.