Lucas Baesso
Lucas Baesso
4.3 (14)
  • Information
5+ years
experience
1
products
847
demo versions
9
jobs
0
signals
0
subscribers
Lucas Baesso
Left feedback to customer for job Instalar MetaTrade 5 no Linux
Lucas Baesso
Left feedback to customer for job EA dashboard monitora negociações
Lucas Baesso
Left feedback to customer for job Arredondamento Dolar e exclusao de ordens quando o robo e excluido do grafico ou fechamento do dia.
Lucas Baesso
Left feedback to customer for job (Pt-BR/EN) Criar EA do 0 com base no meu próprio EA / Create an EA from zero based on my own EA
Lucas Baesso
Left feedback to customer for job Preciso de um EA para mini indice.
Lucas Baesso
Left feedback to customer for job Long Short - Robô
Lucas Baesso
Left feedback to customer for job Boleta Long & Short (Arbitragem - Pair Trading)
Lucas Baesso
Left feedback to customer for job Preciso que os backtests funcionem corretamente
Lucas Baesso
Left feedback to customer for job EA Boleta OCO BM&F
Lucas Baesso Published product

Cointegration Pair Trading Indicator Indicator for statistical and quantitative pair trading strategies. You can perform Long&Short or Long&Long/Short&Short between two different assets. The indicator performs a series of statistical tests between the assets and shows whether the pair is cointegrated or not. Suggested Usage Strategies (a) Verify if that the pair is cointegrated by the ADF test (Augmented Dickey-Fuller Test). 0% means the pair is not cointegrated; 90% 95% 97.5% and

Zdeno Brontvay
Zdeno Brontvay 2020.07.16
Would you be able to incorporate this indicator into an existing EA? These are entering the volume (lot1, lot2), (Buy sell direction), setting the correlation and cointegration - automatically.
Lucas Baesso
Registered at MQL5.community