RE: [AmiBroker] Re: Detruding... log

["Mr. Valley" <valleymj@xxxxxxxxxxx>]

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: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of louisprefontaine
Sent: Saturday, March 01, 2008 4:19 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Detrending... log

Anybody can help?

Thanks,

Louis

--- In amibroker@xxxxxxxxxps.com, "Louis Préfontaine" <rockprog80@...>
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
>

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