Module: VolumeRateOfChange

Included in:
Array
Defined in:
lib/ruby-technical-analysis/indicators/volume_rate_of_change.rb

Overview

Volume Rate of Change indicator Returns a single value

Instance Method Summary collapse

Instance Method Details

#volume_rate_of_change(period) ⇒ Object 



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# File 'lib/ruby-technical-analysis/indicators/volume_rate_of_change.rb', line 6

def volume_rate_of_change(period)
  if size < (period + 1)
    raise ArgumentError,
          "Volumes array passed to Volume Rate of Change cannot be less than period parameter + 1."
  end

  delta_volume = []
  vol_shifted = []

  (0..(length - period - 1)).each do
    vol_shifted << at(length - period - 1)
    delta_volume << at(-1) - vol_shifted[-1]
  end

  ((delta_volume[-1].to_f / vol_shifted[-1]) * 100).round(4)
end