OPEN-SOURCE SCRIPT
Percent Change Smoothed (PCT + EMA)
ROC works great on data with only positive numbers (like prices).
But it fails to correctly represent the rate of change when source series have negative values.
ROC is positive when:
Percent change (PCT) is just a ROC that deals with this sign confusion.
Anyone with Data Science backgroud would likely know about it.
PCT is positive only when:
When applying to only positive data PCT = ROC they are exactly equal.
I've also added EMA smoothing option.
Enjoy!
But it fails to correctly represent the rate of change when source series have negative values.
ROC is positive when:
- Source is positive AND Source is rising
- OR Source is negative AND Source is falling
Percent change (PCT) is just a ROC that deals with this sign confusion.
Anyone with Data Science backgroud would likely know about it.
PCT is positive only when:
- Source is rising
When applying to only positive data PCT = ROC they are exactly equal.
I've also added EMA smoothing option.
Enjoy!
Script open-source
Dans le plus pur esprit TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par nos Règles. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.
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