Financial Time Series Toolbox | ![]() ![]() |
Syntax
vroc = volroc(tvolume nperiods) vrocts = volroc(tsobj, nperiods) vrocts = volroc(tsobj, nperiods, ParameterName, ParameterValue)
Arguments
tvolume |
Volume traded |
nperiods |
(Optional) Period difference. Default = 12. |
|
Financial time series object |
Description
vroc = volroc(tvolume nperiods)
calculates the volume rate of change, vroc
, from the volume traded data tvolume
. If nperiods
is specified, the volume rate of change is calculated between the current volume and the volume nperiods
ago.
vrocts = volroc(tsobj, nperiods)
calculates the volume rate of change, vrocts, from the financial time series object tsobj
. The vrocts
output is a financial time series object with similar dates as tsobj
and a data series named VolumeROC
. If nperiods
is specified, the volume rate of change is calculated between the current volume and the volume nperiods
ago.
vrocts = volroc(tsobj, nperiods, ParameterName, ParameterValue)
specifies the name for the required data series when it is different from the default name. The valid parameter name is
The parameter value is a string that represents the valid parameter name.
Examples
Compute the volume rate of change for Disney stock and plot the results:
See Also
Reference
Achelis, Steven B., Technical Analysis from A To Z, Second printing, McGraw-Hill, 1995, pp. 310 - 311.
![]() | vertcat | wclose | ![]() |