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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