diff (var x, int Period): var
Returns the difference of x to its value from Period bars before.
Parameters:
| x |
Variable for difference calculation. |
Returns
x - previous x
Remarks
- This function generates a series and thus must be called in a fixed order in the script.
- diff(log(x),1) returns the log return of x , since log(a/b) = log(a) - log(b).
Example:
// generate a price difference serie
vars Changes = series(diff(priceClose(),1));
See also:
series, ROCP
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