Lag

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Lag

Variable List Abbreviation: Lag

 

Variable Mode(s): Standard, Stock, Futures1, and Futures2

[ Note: uses selected close variable in Stock, Futures1, and Futures2 modes ]

 

Parameter(s): Lag time periods

 

Description:

Value n (lag time periods) time periods ago.  For example, you could apply a lag of 1 period to today's closing price in order to include yesterday's closing price in the same pattern.

 

Note:  Lag time periods must be greater than zero