PROTECTED SOURCE SCRIPT
Updated 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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This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
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.
Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
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.