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EA based on indicator which changes based on numbers of bars

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  • First Post: Jan 13, 2021 4:23am Jan 13, 2021 4:23am
  •  dr_who
  • | Joined Oct 2007 | Status: Member | 452 Posts
I have an 'indicator' which allows two fx pairs to be overlayed. I then measure the separation between the two on the current bar before making a decision to enter a statistical arbitrage. However, this distance between the fx changes according to the size of the window and number of bars in the window. This is fine as I've got to know what is in and out of line before I trade a stat arb. However, I'd like to try to create on EA to backtest but I'm not sure if it's possible to code this situation. Hopefully you can understand what I mean and if so can this be coded ?
If it can I will then go ahead and add the rest of fairly simple instructions for the coder to create the EA for payment. Thanks
He was looking for the card so high and wild hed never need to deal another
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