TA_ROC





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CapeTools Technical Analysis - Momentum Indicators function list

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Rate of change : ((price/prevPrice)-1)*100 : This function is contained within the Momentum Indicators set of indicators.

Returns a 1-Column range.

outReal (Doubles).

(Reference - http://www.tadoc.org, http://www.ta-lib.org).

The Time_Period parameter determines the number of data points that the function will conduct it's analysis upon before moving on.

Thus if the value of the Time_Period parameter is 30, the first 30 points will be read, the analysis performed, then the 1st point is dropped and the 31st point added, analysis performed once again, then the 2nd point dropped and the 32nd point added, analysis performed etc... The Time_Period parameter almost acts as a sliding window, where the window size determines the amount of data that the analysis will be conducted upon.

The returned range will always be the size of the original range, minus the size of the Time_Period (the window).

This function requires the input of a Technical Analysis memory data table object key, which must have been produced via a call to MakeHistoricalDB(). This function would have returned a string 'KEY' which is to be passed to the 'Key' parameter of this function.



Note: Within Excel, the function is named - CT.TA.ROC




High level graphic of TA_ROC() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. Key parameter

    Key to an already created HistoricalDB object
  2. withHeaders parameter

    Display header information with the output range?
  3. withDates parameter

    Display the Dates column along with the output range?
  4. withData parameter

    Display the 'Open', 'High', 'Low', 'Close' and 'Volume' columns along with the output range?
  5. FieldName parameter

    The FieldName within the Historical DB that you wish to apply the analysis upon.
  6. Time_Period parameter

    Number of period (Default=10)


Extended information

Function Syntax

VB Syntax


Variant CT_TA_MomInd.TA_ROC( _
String Key, _
Boolean withHeaders, _
Boolean withDates, _
Boolean withData, _
String FieldName, _
Long Time_Period)


Excel Spreadsheet Syntax


=CT.TA.ROC(
Excel String Cell Key,
Excel Boolean Value Cell withHeaders,
Excel Boolean Value Cell withDates,
Excel Boolean Value Cell withData,
Excel String Cell FieldName,
Excel Numeric Cell Time_Period)


C++ Syntax


static CTRangeDataCPP TA_ROC(
std::string Key,
bool withHeaders,
bool withDates,
bool withData,
std::string FieldName,
long Time_Period);


DotNET Syntax


CTRangeData CT_TA_MomIndSA.TA_ROC(
System.String Key,
System.Boolean withHeaders,
System.Boolean withDates,
System.Boolean withData,
System.String FieldName,
System.Int32 Time_Period);

Parameter data types

ArgNameArgTypeIsKey
KeyStringTRUE
withHeadersBooleanFALSE
withDatesBooleanFALSE
withDataBooleanFALSE
FieldNameStringFALSE
Time_PeriodLongFALSE


Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
KeyFALSEKeyNAME.EXTTAG.TICKER (from a function call)
withHeadersFALSEtrue
withDatesFALSEtrue
withDataFALSEtrue
FieldNameFALSEOpen
Time_PeriodTRUE10


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.TechnicalAnalysis20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the TA_ROC() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the TA_ROC() function call


Example
DATEOPENHIGHLOWCLOSEVOLUMEROC
3774629.37529.562528.812529.3125235700
3774729.330229.331529.321729.3269309200
3774829.322629.329829.321729.3262252420
3774929.314929.342929.312629.3269358450
3775029.351929.359829.30629.30971300
3775329.347229.347629.341929.343470240
3775429.347829.387929.321129.3446220190
3775529.351729.36529.323629.3255140650
3775629.353929.354829.28629.3424231850
3775729.324829.343929.3129.3222108620
3776029.311829.367529.287929.31085649-0.215149
3776129.327129.354229.290329.327512188-0.0105693
3776229.343129.361729.287729.3412224620.0699119
3776329.344629.36729.306729.3457385400.101314
3776429.378729.382629.374629.3794233950.0913058
3776729.36729.371229.365629.3696272260.0674681
3776829.3729.380829.351729.3546246240.0756445
3776929.383729.399229.328829.3906213920.109023
3777029.432929.438229.421429.431867540.269129
3777129.422629.439829.407429.4125124740.333506
3777429.443429.456329.373229.3826322800.448966
3777529.347229.367129.338129.348102810.0685373
3777629.391429.395629.389829.3916323180.164604
3777729.404629.428129.40229.4128136850.204467
3777829.420729.44729.409929.4432162170.142961
3778129.413929.489729.394829.4589186400.159703
3778229.464529.486829.428729.4301313780.321757
3778329.469529.474629.469129.4731339870.291999
3778429.500329.50529.48729.5039143860.228995
3778529.50329.522929.472129.5209142740.273259
3778829.508829.570529.491729.5302332890.222121
3778929.532429.54329.507829.5174125600.631065
3779029.521729.548829.510329.5388296330.443327
3779129.545429.55129.526429.5273249070.478837
3779229.517829.572229.483829.494325750.33004
3779529.476129.4829.475629.4784220550.211465
3779629.443229.444629.44329.44416188-0.0722904
3779729.443129.47529.437129.44037472-0.0895841
3779829.466429.485829.465929.475739791-0.114914
3779929.517229.525229.515929.5205197660.0481307
3780229.489629.51429.479229.485424897-0.0650653
3780329.532729.534129.525629.529561680.00101583
3780429.563529.569929.545229.5489361320.141591
3780529.543929.594529.531429.567727555-0.00507693
3780629.550629.571929.545429.5474172060.111119
3780929.516529.545829.512529.5372392470.13706
3781029.541329.576129.536229.559567920.333184
3781129.580129.599729.542129.591855180.465304
3781229.622229.624929.613329.6165128970.528738
3781329.616829.634429.600529.6046295680.33743
3781629.584429.593329.578829.5863180740.321469



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