Volume rate of change
Using a fints
object for the
Data
argument of volroc
is not recommended.
Use a vector, timetable
, or table
instead for financial time series. For more information, see
Convert Financial Time Series Objects fints to Timetables.
calculates the volume rate-of-change from a data series of volume traded. The volume
rate-of-change is calculated between the current volume and the volume
n periods ago. By default, the Volume rate of change is based
on a 12-period difference.volumeChangeRate
= volroc(Data
)
adds optional name-value pair arguments. volumeChangeRate
= volroc(___,Name,Value
)
[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 310–311.