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fmlvar I never got it got much out of it .Good concept though.
If you get it right fix and repost Donald
pds:=.3;
l1:={FmlVar("xvss","Vv")}C;
y1:= {(Trough(1,L1,pds))}l1;
y2:= (Trough(1,L1,pds));
y3:= (Trough(2,L1,pds));
x1:= {(TroughBars(1,L1,pds))}1;
x2:= (TroughBars(1,L1,pds));
x3:= (TroughBars(2,L1,pds));
ex:=x1+x2+x3;
ey:=y1+y2+y3;
exy:=(x1*y1)+(x2*y2)+(x3*y3);
xsqrt:=(x1*x1)+(x2*x2)+(x3*x3);
ysqrt:=(y1*y1)+(y2*y2)+(y3*y3);
Vv:=((3*exy)-(ex*ey))/(Sqrt((3*xsqrt)-(ex*ex))*
Sqrt((3*ysqrt)-(ey*ey)))*-1;Vv;
--- In equismetastock@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> Has anyone written any MS or AB code to solve for cointegration?
>
> If not, does anyone have the forumula in English so that I could
try to code
> it to be shared by all?
>
> I'm trying to improve on my "pairs" trading systems that are
currently just
> using correlation coefficients.
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