Home increment Logarithmic logarithms MetaTrader 4 Indicator Price Rate return, MetaTrader 4 Indicator | The logarithmic rate of return, or the increment of price logarithms

MetaTrader 4 Indicator | The logarithmic rate of return, or the increment of price logarithms

RobotFX 17.9.25 0

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":

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