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Product of return
Started:October 2nd, 2016 (12:49 AM) by Loop Views / Replies:58 / 1
Last Reply:October 4th, 2016 (05:34 AM) Attachments:0

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Product of return

Old October 2nd, 2016, 12:49 AM   #1 (permalink)
Elite Member
Futures Experience: Intermediate
Platform: Multichart
Favorite Futures: Gold
Posts: 25 since Aug 2016
Thanks: 21 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


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Old October 4th, 2016, 05:34 AM   #2 (permalink)
Hamburg Germany
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
Posts: 1,103 since Apr 2013
Thanks: 186 given, 622 received


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.



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