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;

Get more messages

No more messages

Back


Trading Items Year to Date Change Indicator Top 20 stocks with the highest 10 day rate of change - Current an... Percent Above Average Yield Trading System Based on the CloseHL Percent Rank Oscillator Percent Bollinger Bands smothed with exponential Moving Average	How-to Lessons How to dynamically change the number of positions in a portfolio? How to change volume bar colors when the price closes down How to synchronize stock charts? How to create a screen How to download new quotes when selecting a chart
Related Forum Threads Percent change/Change Percent Rank Function Needed change layout Account Change Change volume color based on criterion	Blog Posts How to combine long, short and custom portfolio strategies within... Several money management strategies in a trading system Example of advanced rule Update Chart Layout based on Active Time Frame Different Ticker Symbols for Each Data Source