Rank: Newbie
Groups: Registered, Registered Users
Joined: 8/12/2005(UTC)
Posts: 2
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Hello,
Can someone help me locate the formula for Smoothed Rate of Change. Thank you in advance.
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 6/13/2005(UTC)
Posts: 52
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There is a function in MS called “ ROC.” By adding a moving average to this function it can be smoothed.
Function - ROC(Data Array, Periods, % or $)
Example: Rate of Change of price over a 20 period and smoothed by a 10 period exponential average.
Mov(ROC(C,20,%),10,E)
Good Luck Investing
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Rank: Newbie
Groups: Registered, Registered Users
Joined: 8/12/2005(UTC)
Posts: 2
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Investorretired, Thank you very much for your help.
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Rank: Advanced Member
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You have been a member since:: 3/19/2005(UTC)
Posts: 2,995
Was thanked: 14 time(s) in 10 post(s)
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You could add some inputs to control your ROC for different parameters. Exactly the same as IR's otherwise. Thanks IR! :D
{Smoothed Percent ROC Formula}
a:=Input("Moving Average Period(s): ",1,100,12);
b:=Input("Rate of Change Period(s): ",1,100,24);
SPROC:=Mov(ROC(C,b,%),a,E);
SPROC;0;
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