StockFetcher Forums · Indicators and Measures · Smoothed Rate of Change<< >>Post Follow-up
stockfetcher
963 posts
msg #39
8/30/2002 9:50:14 AM

Smoothed Rate of Change

Parameters EMA Period
ROC Period
Usage Smoothed Rate of Change
SmROC
SmROC(13,21)
Description Developed by Fred G. Schutzman, the smoothed rate of change is different from the typical rate of change by using an EMA as opposed to closing values for computing the rate of change. By using the EMA, as opposed to price, the resulting ROC signal does not succumb to rapid changes triggered by the price.
Examples
Fetcher[Smoothed Rate of Change crossed above 100 within the last 1 day]


Fetcher[SmROC(13,21) has been decreasing for 10 days]


Fetcher[SmROC(13,21) has reached a new 26 week high]




StockFetcher Forums · Indicators and Measures · Smoothed Rate of Change<< >>Post Follow-up

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