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Finance::GeniusTrader::Indicators::ROC

The Rate of Change (ROC) is similar to the Momentum. The standard Rate of Change is the ROC 12 days : Finance::GeniusTrader::Indicators::MOM->new() If you need a non standard Momentum use for example : Finance::GeniusTrader::Indicators::MOM->new([9]) or Finance::GeniusTrader::Indicators::MOM->new([25])

Validation

This Indicator was validated by the data available from comdirect.de: The DAX at 04.06.2003 (data from yahoo.com) had a ROC of 8.05. This is consistent with this indicator: 8.0451

Finance::GeniusTrader::Indicators::ROC::calculate($calc, $day)