MeanReversion by Logarithmic Returns
Mean reversion is a financial term for the assumption that an asset will return to its mean value.
This indicator calculate the logarithmic returns (logReturn) of an asset over a period of time and show the values of logRerturn, mean and standart deviations.
The default time period for logReturn calculation is 252 bars at a "Daily" chart. At a "Daily" chart 252 bar means one trading-year.
See also:
MeanReversion by Volatility
This indicator calculate the logarithmic returns (logReturn) of an asset over a period of time and show the values of logRerturn, mean and standart deviations.
The default time period for logReturn calculation is 252 bars at a "Daily" chart. At a "Daily" chart 252 bar means one trading-year.
See also:
MeanReversion by Volatility
Phát hành các Ghi chú:
fixed color
Phát hành các Ghi chú:
refactoring
Phát hành các Ghi chú:
refactoring
Phát hành các Ghi chú:
refactoring
Phát hành các Ghi chú:
refactoring
Phát hành các Ghi chú:
- removed plot offset for better visualization
Phát hành các Ghi chú:
- removed unused code