Mean reversion is a financial term for the assumption that an asset will return to its mean value.
This indicator calculate the volatility of an asset over a period of time and show the values of logRerturn, mean and standart deviations.
The default time period for volatility calculation is 252 bars at a "Daily" chart. At a "Daily" chart 252 bar means one trading-year.
See also:
MeanReversion by Logarithmic Returns
This indicator calculate the volatility of an asset over a period of time and show the values of logRerturn, mean and standart deviations.
The default time period for volatility calculation is 252 bars at a "Daily" chart. At a "Daily" chart 252 bar means one trading-year.
See also:
MeanReversion by Logarithmic Returns
版本注释:
Fixed wrong text
版本注释:
Fixed wrong text
版本注释:
fixed color
版本注释:
refactoring
版本注释:
- removed plot offset for better visualization