GARCH

Created at 22 Mar 2020, 19:25
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light96

Joined 09.03.2020

GARCH
22 Mar 2020, 19:25


Hi everyone,

Is there the possibility of computing a GARCH model in cTrader?

 


@light96
Replies

firemyst
29 Mar 2020, 16:17

Yes.

You should be able to compute it as long as you know how to write the code to compute it. Keep in mind though it will be limited by cTrader's processing power, and you'll have to account for events like every tick. For instance, trading on a fast moving market like the US30 (Dow Jones), the computations might not always finish between each tick, so you'll have to set up event handlers instead of doing it in the Calculate (indicator) or OnTick (bots) methods.

 


@firemyst