Rolling Returns
What does this indicator show?
This indicator shows the rolling return of a set lookback period.
The default indicator value is 20 which will show the rolling 20-day return because 20 trading days is 1 month.
This indicator shows the rolling return of a set lookback period.
The default indicator value is 20 which will show the rolling 20-day return because 20 trading days is 1 month.
リリースノート:
- Updated to Pinescript v5
- Added Excess Rolling Returns to gauge performance in relation to a selected ticker
リリースノート:
- Added support for different smoothing types