RateOfChange(Series,Int32) Method

Calculate the n-day rate of change (ROC) for all periods for which there is sufficient data.

[Visual Basic]
Overloads Public Shared Function RateOfChange( _
   ByVal s As Series, _
   ByVal numberDays As Integer _
) As Series

[C#]
public static Series RateOfChange( 
   Series s,
   int numberDays
);

Parameters

s: An series where the first element is the closing price in the last trading period, the second term is the closing price in the previous trading period and so on.
numberDays: The number of days before to which the closing price is compared.

Return Type

A series where the first term is the rate of change for the most recent period, the second term is the rate of change for the previous period and so on.

Exceptions

Exception	Description
ArgumentException	Thrown if either parameter is strictly negative.

Remarks

The (n-day) rate of change (ROC) is just the last closing price divided by the closing price n-days ago.

As with the case with the momentum indicator the rate of change (ROC) indicator on extended values and/or turning points indicates oversold or over brought conditions (respectively).

See Also

Language