Tampa, FL
Posts: 51 since Feb 2013
Thanks Given: 3
Thanks Received: 22
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If anyone could help code this i'd be very grateful
the natural log of current price divided by price 1440 minutes ago of instrument A
plus the same of instrument B,C,D
/4
Pretty excellent idea that a friend's fx fund uses constantly, he shared the math - I can't code in thinkscript.
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