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bronko791
2023年1月11日午後8時10分

MeanReversion by Logarithmic Returns 

AMAZON.COM INC. DL-,01XETR

詳細

Mean reversion is a financial term for the assumption that an asset will return to its mean value.
This indicator calculate the logarithmic returns (logReturn) of an asset over a period of time and show the values of logRerturn, mean and standart deviations.

The default time period for logReturn calculation is 252 bars at a "Daily" chart. At a "Daily" chart 252 bar means one trading-year.

See also:

MeanReversion by Volatility

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fixed color

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refactoring

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refactoring

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refactoring

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refactoring

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- removed plot offset for better visualization

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- removed unused code
コメント
CryptoSeaFish
Hello, would it be possible to get access / to know how you coded this indicator? it would be much appreciated :)
詳細