volroc

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.

Syntax

volumeChangeRate = volroc(Data)

volumeChangeRate = volroc(___,Name,Value)

Description

volumeChangeRate = volroc(Data) 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(___,Name,Value) adds optional name-value pair arguments.

Examples

Calculate the Volume Rate of Change for a Data Series for a Stock

Load the file SimulatedStock.mat, which provides a timetable (TMW) for financial data for TMW stock.

load SimulatedStock.mat
volumeChangeRate = volroc(TMW);
plot(volumeChangeRate.Time,volumeChangeRate.VolumeChangeRate)
title('Volume Rate of Change for TMW')

Input Arguments

Data — Data for volume traded

vector | table | timetable

Data for volume traded, specified as a vector, table, or timetable. For vector input, Data is an M-by-1 column vector of volume traded. Timetables and tables with M rows must contain a variable named 'Volume' (case insensitive).

Data Types: double | table | timetable

Name-Value Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: volumeChangeRate = volroc(TMW,'NumPeriods',18)

NumPeriods — Period difference for volumeChangeRate

12 (default) | positive integer

Period difference for volumeChangeRate, specified as the comma-separated pair consisting of 'NumPeriods' and a scalar positive integer.

Data Types: double

Output Arguments

volumeChangeRate — Volume rate of change series

vector | table | timetable

Volume rate of change series, returned with the same number of rows (M) and the same type (vector, table, or timetable) as the input Data.

References

[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 310–311.