Dear everyone, 

past 24 hours I have been testing some intraday strategies with blotter. Is there an indicator in any package that calculates log-returns? It is obviously simple to diff(log(x)), but I would like to see the return series in final chart:
chart.Posn(portname, Symbol=ticker, Dates='2010::') to be able to analyse and spot flaws.

Any ideas?

Kind regards,-- 
Dominykas Grigonis


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