[amibroker] Re: how does ROC work?

["radek.simcik@xxxxxxxxx" <radek.simcik@xxxxxxxxx>]

I missed parentheses in my formula :-( I works perfectly now... Sorry fot her.

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

But what is the difference in results between
 
ROC(C,5,True) and ROC(C,-5,True)

is it the same array but "shifted"?

Thank you,

Radek


--- In amibroker@xxxxxxxxxxxxxxx, Radek Simcik <radek.simcik@xxx> wrote:
>
> 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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