mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
37 lines
1.3 KiB
Plaintext
37 lines
1.3 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Volume Rate of Change (VROC)", "VROC", overlay=false)
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//@function Calculates Volume Rate of Change
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//@param vol Volume series for rate of change calculation
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//@param period Number of periods for comparison
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//@param calc_type Calculation type: true for percentage, false for point change
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//@returns Volume Rate of Change value
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//@optimized for performance and dirty data
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vroc(simple int period, simple bool calc_type, series float vol = volume) =>
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if period <= 0
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runtime.error("Period must be greater than 0")
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float current_volume = vol
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float historical_volume = vol[period]
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if na(current_volume) or na(historical_volume)
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na
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else if calc_type
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historical_volume != 0.0 ? ((current_volume - historical_volume) / historical_volume) * 100.0 : na
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else
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current_volume - historical_volume
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// ---------- Main loop ----------
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// Inputs
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i_period = input.int(12, "Period", minval=1, tooltip="Number of periods for comparison")
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i_calc_type = input.string("Point", "Calculation Type", options=["Point", "Percent"], tooltip="Point or Percent calculation")
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// Calculation
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is_percent = i_calc_type == "Percent"
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vroc_value = vroc(i_period, is_percent)
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// Plot
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plot(vroc_value, "VROC", color=color.yellow, linewidth=2)
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