[amibroker] how does ROC work?

[Radek Simcik <radek.simcik@xxxxxxxxx>]

Hi,

I tried to figure out why below AFL code doen't give me the same
results. The value calculated using REF and ROC are different.

AddColumn(C-Ref(C,-5)/Ref(C,-5)*100,   "ROC -5 using ref",   format=1.3);
AddColumn(ROC(C,5,False),   "ROC 5 using ROC false",   format=1.3);
AddColumn(ROC(C,5,True),   "ROC 5 using ROC true",   format=1.3);

But the AFL manual says that

if absmode = False the value returned is ( array - ref( array,
-periods ) )/ref( array, -periods )
if absmode = True the value returned is ( array - ref( array, -periods
) )/abs( ref( array, -periods ) )

Another question is what is the difference in results between

ROC(C,5,True) and ROC(C,-5,True)

Thank you,

Radek


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