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 seriesName As String, _
ByVal s As Series, _
ByVal numberDays As Integer _
) As Series
[C#]
public static Series RateOfChange(
string seriesName,
Series s,
int numberDays
);
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.
Exception | Description |
---|---|
ArgumentException | Thrown if either parameter is strictly negative. |
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).
FinancialEngine Class | FinancialEngine Members | Overload List
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