Cointegration Easylanguage Multicharts

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Updated November 28, 2017

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Cointegration Easylanguage Multicharts

October 18th, 2016, 02:43 PM

#1 (permalink)

bomberone1

London

Experience: Beginner

Platform: MultiCharts

Posts: 277 since Nov 2010

Thanks Given: 14

Thanks Received: 31

Hi,
I read this very interesting post and many article.
I just interesting in 2 futures, ETF comparison or like it say accadamic article multiple stocks at same time.

Cointegration Indicator
I posted a cointegration indicator ("CADF") in the Elite Downloads area. It plots the output statistic of an Augmented Dickey Fuller cointegrating regression of 2 instruments. It's a C# translation of MATLAB code developed by James P. LeSage …

Someone has translate into easylanguage for multicharts?
My Best.

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November 2nd, 2017, 12:24 AM	#3 (permalink)
bomberone1 London Elite Member Experience: Beginner Platform: MultiCharts Posts: 277 since Nov 2010 Thanks Given: 14 Thanks Received: 31	Any news?

November 14th, 2017, 01:52 PM	#4 (permalink)
gero milano Elite Member Experience: Intermediate Platform: tradestation Posts: 4 since May 2010 Thanks Given: 10 Thanks Received: 1	It would be a great function to experiment with in Tradestation and Multicharts!

November 28th, 2017, 05:02 PM	#5 (permalink)
bomberone1 London Elite Member Experience: Beginner Platform: MultiCharts Posts: 277 since Nov 2010 Thanks Given: 14 Thanks Received: 31	Is there no one Math/Programmer genius that could convert the cointegration into easylanguage from R or MathLab?

Last Updated on November 28, 2017

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