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Indicatori

The logarithmic rate of return, or the increment of price logarithms - indicatore per MetaTrader 4

Visualizzazioni:
23222
Valutazioni:
(35)
Pubblicato:
2016.03.07 09:56
Aggiornato:
2016.11.22 07:32
log.mq4 (3.01 KB) visualizza
Hai bisogno di un robot o indicatore basato su questo codice? Ordinalo su Freelance Vai a Freelance

This indicator can be useful for arbitrageurs. The formula for the calculation of the indicator:

ln(C/O) = ln(C) - ln(O)

where C — is the Close, and the O — Open.

For more information about the logarithmic rate of return read the article "Market invariants, or why the trader needs logarithms":

Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/13021

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