Struct RateOfChange

pub struct RateOfChange { /* private fields */ }

Rate of Change (ROC)

Formula

ROC = (Price_t - Price_t-n) / Price_t-n * 100

Where:

• ROC - current value of Rate of Change indicator
• P_t - price at the moment
• P_t-n - price n periods ago

Parameters

• length - number of periods (n), integer greater than 0

Example

use ta::indicators::RateOfChange;
use ta::{Calculate, Next};

let mut roc = RateOfChange::new(2).unwrap();
assert_eq!(roc.calc(10.0), 0.0);            //  0
assert_eq!(roc.calc(9.7).round(), -3.0);    //  (9.7 - 10) / 10  * 100 = -3
assert_eq!(roc.calc(20.0).round(), 100.0);  //  (20 - 10)  / 10  * 100 = 100
assert_eq!(roc.calc(20.0).round(), 106.0);  //  (20 - 9.7) / 9.7 * 100 = 106

Links

• Rate of Change, Wikipedia

Implementations

impl RateOfChange

pub fn new(length: u32) -> Result<Self>

Trait Implementations

impl Calculate for RateOfChange

fn calc(&mut self, input: f64) -> f64

impl Clone for RateOfChange

fn clone(&self) -> RateOfChange

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for RateOfChange

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for RateOfChange

fn default() -> Self

Returns the “default value” for a type.

impl Display for RateOfChange

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<T: Close> Next<T> for RateOfChange

fn next(&mut self, input: &T) -> f64

impl Reset for RateOfChange

fn reset(&mut self)