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Product of return
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Created: by Loop Attachments:0

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Product of return

  #1 (permalink)
Elite Member
Sydney
 
Futures Experience: Intermediate
Platform: Multichart
Favorite Futures: Gold
 
Posts: 26 since Aug 2016
Thanks: 22 given, 4 received

Product of return

Hello Traders

does anyone know how to calculate and plot returns for x period back for any stock in easylanguage .

Return one period back = C/C[1] =R1

Return two period back = C[1]/C[2] * R1 = R2

...

I would like to have R(x)...

Many thank you

Loop

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  #2 (permalink)
Market Wizard
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,533 since Apr 2013
Thanks: 231 given, 855 received
Forum Reputation: Legendary

Loop,

for example using a loop .
As the result from two periods back seems to be influenced by the result of one period back according to your formula,
you will have to cycle through the bars for R1 to Rx to compute the outcome.

Regards,

ABCTG

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