Announcement
Collapse
Looking for a User App or Add-On built by the NinjaTrader community?
Visit NinjaTrader EcoSystem and our free User App Share!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
Have a question for the NinjaScript developer community? Open a new thread in our NinjaScript File Sharing Discussion Forum!
See more
See less
Partner 728x90
Collapse
NinjaTrader
Cointegration test for pairs
Collapse
X
-
Cointegration test for pairs
Is there any Ninjascript code or third party addon/indicator available to do cointegration test such as ****ey-fuller?Tags: None
-
CoIntegration Indicator
Stephen
There is now a NinjaTrader indicator to test for cointegration for spread trading (pairs trading). It performs an Augmented ****ey Fuller (ADF) test, returning the probability that two instruments are co-integrated.
There is a free trial you can download from the website www.professionalspreadtrading.com
Nick
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by Dr Kerry, Today, 02:03 AM
|
0 responses
2 views
0 likes
|
Last Post
by Dr Kerry
Today, 02:03 AM
|
||
Started by AndriXF7, 12-06-2023, 10:09 AM
|
5 responses
159 views
1 like
|
Last Post
by Lunorri
Today, 01:56 AM
|
||
Started by rosa2013, Today, 01:47 AM
|
0 responses
1 view
0 likes
|
Last Post
by rosa2013
Today, 01:47 AM
|
||
Started by owenany, Today, 01:25 AM
|
0 responses
1 view
0 likes
|
Last Post
by owenany
Today, 01:25 AM
|
||
Started by BigRay, 04-07-2023, 05:41 PM
|
2 responses
658 views
1 like
|
Last Post
by 2inthebush
Today, 01:10 AM
|
Comment