Like This? Detrend = Close * log (Ref(O,-2) / Ref(O,-1)) - log(MA(C/Ref(C,-1),BarIndex()-1));
Plot(Detrend,"Detrended Returns",6,1); Plot(0.00,"",2,1); -----Original Message----- From: [email protected] [mailto:[EMAIL PROTECTED] Behalf Of louisprefontaine Sent: Saturday, March 01, 2008 4:19 PM To: [email protected] Subject: [amibroker] Re: Detrending... log Anybody can help? Thanks, Louis --- In [email protected], "Louis Préfontaine" <[EMAIL PROTECTED]> wrote: > > I am trying to build a formula to "detrend" the market. > > What I want to set is something like this > > Close of day 0 * ( log (open day2/open day 1) - average log return of > every day of the data available. > > Anybody can do that? > > Thanks, > > Louis >
