Percent Change (close) indictor

Percent Change (close) indictor

Bryan Pettitt
2011-03-22 23:10:52

A lot of neural network (NN) models are built to predict percent change 1 or more weeks out. I cannot find an easy way to create an indicator or NN input that is the percent change (close).

QuantShare
2011-03-23 03:51:45

Best Answer

You can use the "perf" indicator or the "roc" (rate of change).

Example:
a = perf(close, 10) > 0;

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