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Statistics of an indicator

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    Statistics of an indicator

    Hi,

    any idea how i could do this? i want to know with a confidence interval of 95% if my indicator passes a certain value?

    for example i have an indicator that calculates ratio of two securities and graphs the output on the chart. the ratio range is fairly tight as these two securities have correlation > .95

    so how can i calculate that with a 95% confidence interval that my current values should not reach XYZ?

    Any indicator for confidence interval?
    Last edited by staycool3_a; 11-10-2014, 10:01 PM.

    #2
    Hello Calhawk01,

    Thank you for your note

    Are you referring to a Coherency Test indicator?
    Cal H.NinjaTrader Customer Service

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