The logarithmic rate of return, or the increment of price logarithms – indicator MetaTrader 4
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”: The logarithmic rate of … Read more