Monday, May 8, 2017

Pair chart nrp obs

Pair chart nrp obs

The indicator for the pair of trading methods (Wikipedia-pair trading). Unlike similar it is not redrawn.

It shows the interval between the two tools in predetermined percentage for a predetermined period, and the positions of the tools relative to each other.

Is a function of the reversible display any of the analyzed tools - tools between which is a negative correlation.

Embodiments display as lines or as histograms.


  • Symb1 - the name of the first tool.

  • Revers1 - flip, first instrument.

  • Symb2 - the name of the second tool.

  • Revers2 - flip, the second tool.

  • ExtPeriod - the period for calculating the bars.

  • Pair_Line_or_Histo- graph display razdvizhki magnitude as a line or as a histogram.

  • Symb_Line_or_Histo- display graphics tools in the form of lines or as a histogram.

Pair chart nrp obs

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