prcroc

Price rate of change

prcroc has been partially removed and will no longer accept a fints object (tsobj) argument. Use a matrix, timetable, or table instead for financial time series.

Use fts2timetable to convert a fints object to a timetable object.

Syntax

PriceChangeRate = prcroc(Data)
PriceChangeRate = prcroc(___,Name,Value)

Description

example

PriceChangeRate = prcroc(Data) calculates the price rate-of-change, PriceChangeRate, from the series of closing stock prices. By default, the volume rate-of-change is calculated between the current closing price and the closing price 12 periods ago.

example

PriceChangeRate = prcroc(___,Name,Value) adds optional name-value pair arguments.

Examples

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

load SimulatedStock.mat
PriceChangeRate = prcroc(TMW);
plot(PriceChangeRate.Time,PriceChangeRate.PriceRoc)
title('Price Rate of Change for TMW')

Input Arguments

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Data for closing prices, specified as a matrix, table, or timetable. For matrix input, Data is an M-by-1 matrix of closing prices. Timetables and tables with M rows must contain a variable named 'Close' (case insensitive).

Data Types: double | table | timetable

Name-Value Pair 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: PriceChangeRate = prcroc(TMW,'NumPeriods',18)

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

Data Types: double

Output Arguments

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Closing price rate-of-change, returned with the same number of rows (M) and the same type (matrix, table, or timetable) as the input Data.

References

[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 243–245.

Introduced before R2006a