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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/numerics/change/Change.md
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| **PineScript** | [change.pine](change.pine) |
- CHANGE calculates the percentage change between the current value and a value N periods ago.
- Parameterized by `period` (default 1).
- Output range: Varies (see docs).
- Requires `period + 1` bars of warmup before first valid output (IsHot = true).
- **Trading note:** Simple price change (difference); foundation for momentum and rate-of-change calculations.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
CHANGE calculates the percentage change between the current value and a value N periods ago. This fundamental indicator forms the basis for momentum analysis, rate of change calculations, and relative performance comparisons.
@@ -92,4 +90,4 @@ var smaChange = new Change(new Sma(20), 5);
## References
- Murphy, J. (1999). "Technical Analysis of the Financial Markets." New York Institute of Finance.
- Pring, M. (2002). "Technical Analysis Explained." McGraw-Hill.
- Pring, M. (2002). "Technical Analysis Explained." McGraw-Hill.