Is it possible to code co-integration or ADF test in amibroker afl. How?
Yes, of course it is possible! You can code it just by using AFL alone.
No Matlab, R, Python, … required.
Don’t listen to people saying otherwise.
With all due to respect but such guys do not have a clue then.
You ask “How?”. Simply by converting existing formulas to AFL.
Why am I so sure?
Because I have done myself months ago.
(Cointegration information and general formulas for translation to AFL can be found via G…gle or other search engines etc.)