OPEN-SOURCE SCRIPT
Updated Rolling Returns
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.
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.
Release Notes
- Updated to Pinescript v5
- Added Excess Rolling Returns to gauge performance in relation to a selected ticker
Release Notes
- Added support for different smoothing types
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
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.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
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.