Indicators: Institutional Ornstein-Uhlenbeck Equilibrium Matrix

 

Institutional Ornstein-Uhlenbeck Equilibrium Matrix:

An econometric price-space indicator that utilizes the Ornstein-Uhlenbeck stochastic process to mathematically estimate the asset's true driftless equilibrium and its speed of mean reversion.

Institutional Ornstein-Uhlenbeck Equilibrium Matrix

Author: Amanda Vitoria De Paula Pereira

 
I appreciate you ma'am. I have always needed this calculation.
 
Solomon Anietie Sunday #:
I appreciate you ma'am. I have always needed this calculation.
glad it helps, solomon, the ou calculation is much better than static bands since it measures the actual reversion speed dynamically, try running it on h1 or h4 to clean up the noise during high volatility, let me know if you need any help tuning the settings.