Rolling augmented dicky fuller test

I have been trying to code the rolling augmented dicky fuller test in amibroker which tells as to how stationary a series is but getting no headway in that , how should i go about it ?i read some exisiting resources but they have a dead end.

It's in Amibroker library:

As aside... There isn't Python required.

@fxshrat yes would want to stick to AFL as its super fast , but i am not able to pull it off , could you please guide me on this ?

Speed is not a reason to code it in afl. The python script uses libraries written in C/C++. M2c don't bother reinvent the wheel but learn to use the right tool. For instance study limits & drawbacks of ADF. Good luck.

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i am sorry but your solution does not fit my use case as i am using version 6 and amipy is not available on that , yes i am well aware as to why i am using adf on a conceptual level too , so my targeted question is how can i code it in afl as an indicator , simple as that .

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