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ferrdav  
#1 Posted : Monday, September 18, 2006 7:42:05 AM(UTC)
ferrdav

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Joined: 8/22/2005(UTC)
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Location: ITALY

I'd like to know, the mathematical formula below the ROC (C, t, %) function.

thank you


wabbit  
#2 Posted : Monday, September 18, 2006 8:23:09 AM(UTC)
wabbit

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ferrdav,

Have a look in the MS Users Manual for the ROC() or Rate of Change function...

MS Users Manual wrote:
The following formula calculates the 12-period Price Rate-Of-Change:
(( C - ref(C,-12)) / ref(C,-12)) * 100
The 12-period rate-of-change can also be written using the roc() function shown below:
roc( close, 12, % )
The 12-period rate-of-change can be expressed in "points" using the following formula:
close - ref(close, -12)




wabbit [:D]


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