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Re: Smoothed rate of Change (S-Roc) indicator



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Hi!

It could be something like this:

----------------------------------------------------------------
{Inputs: PerEMA - period of exponential MA, PerROC - period of ROC}

Inputs: Price(Close), PerEMA(13), PerROC(21);

Vars: ROCEMA(0);

ROCEMA =  RateOfChange(XAverage(Price, PerEMA), PerROC);

Plot1(ROCEMA, "ROC EMA");

-------------------------------------------------------------------

Good luck,

Andrey

----- Original Message -----
From: "Bruce Davenport" <davenpor@xxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, January 14, 2004 4:04 AM
Subject: Smoothed rate of Change (S-Roc) indicator


> Could someone direct me to where I can find the Smoothed rate of Change
> (S-Roc) indicator.  The oscillator was developed by Fred G. Schutzman.  It
> compares the value of an exponential moving average instead of prices at
two
> points in time.
>
> Regards,
>
> Bruce Davenport
> davenpor@xxxxxxxxxxxxxxx
>