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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.
Note di rilascio
  • Updated to Pinescript v5
  • Added Excess Rolling Returns to gauge performance in relation to a selected ticker
Note di rilascio
  • Added support for different smoothing types

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