OPEN-SOURCE SCRIPT

(Rate of) Change %

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Displays the % change since an amount of given bars and plots the average high and low % changes for that period in a band. This helps you track outlier moves and periods of low or high volatility.

snapshot

Set the "Change since" values to see the rate of change which can be used as a momentum indicator.
snapshot

You can plot daily returns over the last 20 years for Nasdaq:
bear market daily returns over last 20 years

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