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Indicateurs

The logarithmic rate of return, or the increment of price logarithms - indicateur pour MetaTrader 4

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23783
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(35)
Publié:
2016.03.07 09:56
Mise à jour:
2016.11.22 07:32
log.mq4 (3.01 KB) afficher
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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":

Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/13021

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