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Hi Kate,
Looks Like we may have hit the same websites, as the calc here on this page is the same as the one you’ve posted.
i.e.
S-RoC = ( Current EMA – Previous EMA ) / ( Previous EMA ) x 100https://www.chart-formations.com/indicators/sroc
My code looks similar to yours and yields the same results when I compared it to yours:
///////////////////////////////////////////
P = ParamField( “Price field” );
Periods1 = Param(“EMA Lookback”, 13, 1, 200, 1 );
Periods2 = Param(“ROC Lookback”, 21, 1, 200, 1 );EMAclose = EMA(Close,periods1);
ROCxma = ROC(EMAclose,periods2);Plot( ROCXMA, _DEFAULT_NAME(), ParamColor( “Color”, colorCycle ), ParamStyle(“Style”) );
/////////////////////////////////////////
Below and attached is a RealTest Script I was experimenting with…. I was trying different combinations of ROC/EMA…. and then comparing the Chart / SROC curve… essentially the ‘flow’ of the curve(s) are similar (pending lookback inputs)….. So for me the flows look similar when comparing the variety of different calculations.
You can remove the // in the RT script to compare various different variations and look at them on the charts etc.
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
Import:
DataSource: Norgate
IncludeList: .S&P ASX 300 Current & Past
IncludeList: $XAO.au
IncludeList: $XSO.au
IncludeList: $XAOA.au
StartDate: 1/1/2003
EndDate: Latest
SaveAs: ASX_XSO_Historical.rtd
ScanSettings:
DataFile: ASX_XSO_Historical.rtd
EndDate: Latest
NumDays: 1
BarSize: Daily
Data:
// ROC1: ROC(C,5)
// SMROC1: EMA(ROC1,10)
// SMROC2: (EMA(ROC(C,10),20))
// SMROC3: (EMA(ROC(C,30),60))
// EMA1: EMA(C,15)
// EMAold: EMA(C,15)[5]
// SMROC4: (EMA1-EMAold)/(EMAold)*100
// SMROC5: (EMA(ROC(C,13),21))
SMROC6: (ROC(EMA(C,13),21))
Scan:
Filter: 1
// Filter: Symbol = $PLS.au
Sort: -SROC6
// SROC1: SMROC1
// SROC2: SMROC2
// SROC3: SMROC3
// SROC4: SMROC4
// SROC5: SMROC5
SROC6: SMROC6
ClosePrice: {$}Close
VolumeToday: Volume
Turnover: {$} Close * Volume// ROC_1_Day: ROC(C,1)
// ROC_5_Day: ROC(C,5)
// ROC_10_Day: ROC(C,10)
// ROC_1_Month: ROC(C,20)
// ROC_1_Year: ROC(C,255)
Charts:
// SmRC1: SMROC1{|} // {%|} -This will convert to percentage
// SmRC2: SMROC2{|}
// SmRC3: SMROC3{|}
// SmRC4: SMROC4{|}
// SmRC5: SMROC5{|}
SmRC6: SMROC6{|}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////Been testing out a few ideas for another Rotational system (currently testing a Monthly version), this time for the XAO All Ordinaries universe.
Uses 15 positions and a Worst Rank Held of 20.
I was playing around with the Index Filter against the XAO for this system and then as a ‘change up’ tried using the XSO as my index filter instead…. this added 6% to CAR/ROR and MaxDD was basically the same.
A few test samples below:
Results Continued
