Discussing the article: "Statistical Arbitrage Through Mean Reversion in Pairs Trading: Beating the Market by Math" - page 2

 
Anthony Fidel #:
How 

Read the tick history (implement yourself using CopyTicks/CopyTickRange functions or find a ready-made indicator/script in the codebase) and calculate 5-second virtual bars as an array, then apply smoothing algorithms from the standard library (mqh-files provided along with MT5).