Get started
jamiedubauskas

Rolling Returns

jamiedubauskas Updated   
Oscillators Volatility Volume return returns rollingreturn rollingreturns
64
12
oscillator volatility volumestudies return returns rollingreturn rollingreturns
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.
Release Notes:
  • Updated to Pinescript v5
  • Added Excess Rolling Returns to gauge performance in relation to a selected ticker
Release Notes:
  • Added support for different smoothing types
Open-source script

In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in a publication is governed by House Rules. You can favorite it to use it on a chart.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

Want to use this script on a chart?