RATE OF MA

PEDRAM.JOKAR · 2017-10-27T11:43:23+00:00

hi How i can i code to get the rate of Moving Average?

Viewing 7 posts - 1 through 7 (of 7 total)

Author

Posts
10/27/2017 at 12:43 PM #50711 quote

PEDRAM.JOKAR
Participant

Average

hi

How i can i code to get the rate of Moving Average?

10/27/2017 at 3:49 PM #50731 quote
Nicolas
Keymaster

Legend
You can use the Rate Of Change indicator (ROC):

in this example, the rate of change over the last 10 periods of a 20 periods simple moving average:
```
a = roc[10](average[20])

return a
```
PEDRAM.JOKAR thanked this post

rate-of-change-of-moving-average.png
10/27/2017 at 6:13 PM #50748 quote

PEDRAM.JOKAR
Participant

Average

can i have the code of ROC?

10/27/2017 at 7:33 PM #50749 quote

Nicolas
Keymaster

Legend

What is the ‘Price Rate Of Change – ROC’

The price rate of change (ROC) is a technical indicator of momentum that measures the percentage change in price between the current price and the price n periods in the past. It is calculated by using the following formula:

ROC = (Most recent closing price – Closing price n periods ago) / Closing price n periods ago x 100

10/30/2017 at 10:02 AM #50900 quote

PEDRAM.JOKAR
Participant

Average

actually i am looking for slope of moving average. that code is not as what i want as ROC is already delayed than the slope can be seen in the chart. so what should i do?

10/30/2017 at 10:24 AM #50903 quote

BC
Participant

Master

please take a look.

Moving Average Slope

PEDRAM.JOKAR and Nicolas thanked this post

10/30/2017 at 11:18 AM #50915 quote
Nicolas
Keymaster

Legend
PEDRAM.JOKAR wrote:

that code is not as what i want as ROC is already delayed

No delay with just 1 period for ROC:
```
a = roc[1](average[20])

return a
```
Author

Posts