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- Publié par:
- Maxim Dmitrievsky
- Vues:
- 9589
- Note:
- Publié:
- 2018.03.01 09:28
-
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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.
Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/19630
RMI_Histogram
Relative Momentum Index implemented as a color histogram with an indication of overbought and oversold zones.
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JS_SISTEM_2
The Expert Advisor uses three iMAs (Moving Average, MA), one iOsMA (Moving Average of Oscillator and one iRVI (Relative Vigor Index, RVI). Trailing stop is based on the High/Low of earlier bars.