Log return

What does Log return measure?

The one-candle return in logarithmic form. It treats a gain and the equal-sized loss symmetrically, which is why it is the standard input for volatility maths.

How is Log return calculated?

Divide today's close by yesterday's close and take the natural logarithm.

Written by reading the engine’s real computation, not a textbook — where the two differ, the page describes what actually runs.

How do I use Log return in a bot?

In the builder, add an indicator of type log_return. Its value becomes an operand you can compare in any entry or exit rule. The engine grades the whole rule honestly: real fills, no look-ahead, half the history held back.

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Or browse all 158 indicators in the full library.