거래 로봇을 무료로 다운로드 하는 법을 시청해보세요
당사를 Twitter에서 찾아주십시오!
당사 팬 페이지에 가입하십시오
스크립트가 흥미로우신가요?
그렇다면 링크 to it -
하셔서 다른 이들이 평가할 수 있도록 해보세요
스크립트가 마음에 드시나요? MetaTrader 5 터미널에서 시도해보십시오
지표

Cointegration - MetaTrader 5용 지표

게시자:
Maxim Dmitrievsky
조회수:
9013
평가:
(38)
게시됨:
2018.03.01 09:28
MQL5 프리랜스 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

The indicator finds linear regression coefficients between each of the selected symbols and all other symbols, and displays them in the form of standard deviations. The sum of all the curves is displayed as a gray dashed histogram, which shows the deviation of the model portfolio from its real value. It can be used for experimenting with manual or automated pair trading.


Input Parameters

  • learning_depth - the calculation period in bars;
  • SymbolsList - required symbols separated by commas.

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/19630

RMI_Histogram RMI_Histogram

Relative Momentum Index implemented as a color histogram with an indication of overbought and oversold zones.

Exp_XFatlXSatlCloud_Duplex Exp_XFatlXSatlCloud_Duplex

Two identical trading systems based on the change in the color of XFatlXSatlCloud for long and short trades, which can be configured in different ways in one Expert Advisor.

ColorSRoC ColorSRoC

The smoothed S-RoC indicator of the relative price increment by Fred Shutsman.

JS_SISTEM_2 JS_SISTEM_2

The Expert Advisor uses three iMAs (Moving Average, MA), one iOsMA (Moving Average of Oscillator and one iRVI (Relative Vigor Index, RVI). Trailing stop is based on the High/Low of earlier bars.