volroc (Financial Time Series)

Volume rate of change

Syntax

vroc = volroc(tvolume nperiods)
vrocts = volroc(tsobj, nperiods)
vrocts = volroc(tsobj, nperiods, ParameterName, ParameterValue)

Arguments

tvolume
Volume traded

nperiods
(Optional) Period difference. (Default = 12.)

tsobj
Financial time series object

`tvolume`	Volume traded
`nperiods`	(Optional) Period difference. (Default = `12`.)
`tsobj`	Financial time series object

Description

vroc = volroc(tvolume nperiods) calculates the volume rate of change, vroc, from the volume traded data tvolume. If nperiods periods is specified, the volume rate of change is calculated between the current volume and the volume nperiods ago.

vrocts = volroc(tsobj, nperiods) calculates the volume rate of change, vrocts, from the financial time series object tsobj. vrocts is a financial time series object with similar dates as tsobj and a data series named VolumeROC. If nperiods periods is specified, the volume rate of change is calculated between the current volume and the volume nperiods ago.

vrocts = volroc(tsobj, nperiods, ParameterName, ParameterValue) specifies the name for the required data series when it is different from the default name. The valid parameter name is:

'VolumeName': volume traded series name

The parameter value is a string that represents the valid parameter name.

Example

Compute the volume rate of change for Disney stock and plot the results.

load disney.mat
dis_VolRoc = volroc(dis)
plot(dis_VolRoc)
title('Volume Rate of Change for Disney')

See Also

prcroc

Reference

Achelis, Steven B., Technical Analysis From A To Z, Second Printing, McGraw-Hill, 1995, pg. 310 - 311

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