Product of return

October 2nd, 2016, 12:49 AM

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

ABCTG · October 4th, 2016, 05:34 AM

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

Product of return

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Product of return