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volroc

Volume rate of change

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

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

Syntax

volumeChangeRate = volroc(Data)
volumeChangeRate = volroc(___,Name,Value)

Description

example

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.

example

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

Input Arguments

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

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

Data Types: double

Output Arguments

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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.

Introduced before R2006a