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Product of return


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

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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Posts: 2,230 since Apr 2013
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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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