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
June 4th, 2013
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treydog999
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.