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Cointegration - MetaTrader 5용 지표
- 게시자:
- Maxim Dmitrievsky
- 조회수:
- 9013
- 평가:
- 게시됨:
- 2018.03.01 09:28
- 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
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