OPEN-SOURCE SCRIPT
Telah dikemas kini

Rolling Returns

3 903
What does this indicator show?

This indicator shows the rolling return of a set lookback period.
The default indicator value is 20 which will show the rolling 20-day return because 20 trading days is 1 month.
Nota Keluaran
  • Updated to Pinescript v5
  • Added Excess Rolling Returns to gauge performance in relation to a selected ticker
Nota Keluaran
  • Added support for different smoothing types

Penafian

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.