RealTest User Guide
RealTest User Guide

 

 

Navigation: Realtest Script Language > Syntax Element Details >

Product

 

 

 

 

Category

Multi-Bar Functions

Description

Product of values

Syntax

Product(expr, count)

Parameters

expr - data series formula

count - lookback period

Notes

Evaluates expr for each of count bars and returns the product of the values.

This function supports one-pass calculation when used in the Data Section with a non-variable count.

Example

CumRet: Product(1 + ROC(C, 1) / 100, 20) - 1

Compound return over 20 bars, equivalent to ROC(C, 20) / 100.

 

 

 

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