Rolling Returns Computation

Rolling Returns Computation

//AFL Code to Compute Rolling Returns
//Recommended to use it on Weekly/Monthly Charts with Historical Data more than 10 Years
//Minor Variations in the Rolling Returns might be there because of timeframe selection.
//Coded by Rajandran R - Author www.marketcalls.in

_SECTION_BEGIN("Rolling Returns");
SetChartOptions(0,chartShowArrows|chartShowDates);

Years = Param("Years", 10, 1, 50, 1 );

if(Interval() == inDaily)
{

// 250x10 == 2500 Days Rolling Returns Calculated. i.e 10 Years Rolling Returns calculated by default.
Plot( ((C/Ref(C,-Years*250))^(1/Years)-1)*100, _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style")  );

}


if(Interval() == inWeekly)
{

// 52x10 == 52 Weeks Rolling Returns Calculated. i.e 10 Years Rolling Returns calculated by default.
Plot( ((C/Ref(C,-Years*52))^(1/Years)-1)*100, _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style")  );

}

if(Interval() == inMonthly)
{

// 12x10 == 120 Months Rolling Returns Calculated. i.e 10 Years Rolling Returns calculated by default.
Plot( ((C/Ref(C,-Years*12))^(1/Years)-1)*100, _DEFAULT_NAME(), ParamColor( "Color", colorCycle ), ParamStyle("Style")  );

}

_SECTION_END();