Quote from Algo Mike on January 28, 2024, 5:46 pm

Hi TraderJoe!

I guess you tried to run the ADF code from the Zorro Manual (here) and it didn't work 🙂

That is because, for whatever reason, they omitted to include in the code the file r.h which is necessary in order for Zorro to communicate with R.

Here's my version of the code, which works fine:

#include<r.h>

function run()

{

  set(PLOTNOW);

  BarPeriod = 1440;

  LookBack = 100;

  if(Init) {

    if(!Rstart())

      return quit("Error - R won't start!");

    Rx("rm(list = ls());"); // clear the workspace

    Rx("library(tseries)"); // load time series library

  }

  if(is(LOOKBACK)) return;

  Rset("Data",rev(seriesC()),200); // send Close series to R

  Rx("ADF = adf.test(Data)"); // Augmented Dickey-Fuller test

  printf("\nADF p=%.3f", Rd("ADF$p.value"));

  plot("ADF p-value",Rd("ADF$p.value"),NEW,RED); //display p-value

}

It prints and plots the ADF p values for you 🙂 Please note that I changed their original code a bit. When sending the prices to R, instead of using the LookBack period (like in the original code) I used 200 days, as you asked. Let me know if you have any other questions!