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volroc

Volume rate of change

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Syntax

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

Description

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.

example

Examples

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Open Live Script

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')

Figure contains an axes object. The axes object with title Volume Rate of Change for TMW contains an object of type line.

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 Arguments

Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and enclose Name in quotes.

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.

Version History

Introduced before R2006a

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