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Category
General-Purpose Functions
Description
Natural logarithm of a number
Syntax
Log(value)
Parameters
value - formula
Notes
A daily log return could be calculated as Log(S.Equity/S.Equity[1]).
Weekly would be Log(S.Equity/S.Equity[5]).
The log return of a trade (for display in the trade list window, assuming long side) would be Log(T.PriceOut/T.PriceIn).
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