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Submitted by treydog999
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Cumulative delta candle prints 5 *
This puts out the delta for each candle using the cumulative delta as a separate data stream. It can be off especially using non standard bar types but the margin of error is usually between 1-2 contracts. This indicator treats historical and current values separately so they can become misaligned, after a new bar is created it will realign itself.


Ver 1.0


Category MultiCharts 
 
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Details: Cumulative delta candle prints
Category: MultiCharts 


June 13th, 2013
Size: 7.05 KB
Downloaded: 665 times
Delta Momentum Bars With Cumulative Count 5 *
The candles are representative of the individual delta bars. The dotted line is the cumulative delta since the sign change. So if we start to go positive it sums up all the positive bars.

the data series is not written in the indicator you need to set that in the
-Format Study
-Base Study On
-Select Data

To get my same format, you may need to make it look like candles, you may need to set in the
-Style
-Plots
Close = Type Right Tick
High =Bar High
Low = Bar Low
0 = Left tick

Version 1.0


Category MultiCharts 
 
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Details: Delta Momentum Bars With Cumulative Count
Category: MultiCharts 


June 4th, 2013
Size: 5.60 KB
Downloaded: 660 times
R - Cointegration Test using Augmented Dicky Fuller, Takes exports from Multicharts
This is a co-integration test that uses the ADF method. It takes daily time frame exports from multicharts, it requires 2 instruments that have been exported over the same time frame. The threshold here for significance is <5% or 95% confidence in co integration/ mean reversion.

It provides you with the following output

Date range
Assumed hedge ratio Beta
ADF p-value
is your pairs mean reverting in text.


Category Matlab Functions (hidden) 
 
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Details: R - Cointegration Test using Augmented Dicky Fuller, Takes exports from Multicharts
Category: Matlab Functions (hidden) 


March 15th, 2013
Size: 2.24 KB
Downloaded: 41 times
 


 
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