StratCraftStratCraftEnglish

Coint N (COINTN)

StratCraft indicator page for COINTN utility logic.

Route: /indicators/cointn/

What It Does

COINTN is a cointegration-oriented helper indicator. It is generally used in statistical arbitrage and relationship analysis between time series.

Formula

COINTN applies a regression or cointegration routine over the lookback window to estimate relationship stability.

Parameters

  • period - default 10
  • regression - default c

C++23 API

#include <nonabt/indicators/cointn.hpp>
auto cointn = std::make_unique<nonabt::COINTN>(data().close(), 10, "c");

Common Usage

  • Use COINTN for spread analysis.
  • Combine it with pairs trading logic.
  • Helpful in mean-reversion and relative-value systems.

Practical Pattern

Stable cointegration can justify spread-based entries when two instruments diverge from their normal relationship.

← All Algorithms →