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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