prcroc

Price rate of change

Using a fints object for the Data argument of prcroc is not recommended. Use a matrix, timetable, or table instead for financial time series. For more information, see Convert Financial Time Series Objects fints to Timetables.

Syntax

PriceChangeRate = prcroc(Data)

PriceChangeRate = prcroc(___,Name,Value)

Description

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.

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

Examples

Calculate the Price Rate-of-Change for a Data Series for a Stock

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

Data — Data for closing prices

matrix | table | timetable

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 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: PriceChangeRate = prcroc(TMW,'NumPeriods',18)

NumPeriods — Period difference

12 (default) | positive integer

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

Data Types: double

Output Arguments

PriceChangeRate — Closing price rate-of-change

matrix | table | timetable

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.

Version History

Introduced before R2006a