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已更新 MeanReversion by Logarithmic Returns
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
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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refactoring版本注释
refactoring版本注释
refactoring版本注释
- removed plot offset for better visualization版本注释
- removed unused code受保护脚本
此脚本以闭源形式发布。 但是，您可以自由使用它，没有任何限制 — 在此处了解更多信息。
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免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。