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1990issue C071-5

A laboratory template that constructs Rate of Change as a pane module

A laboratory charting program stores a data-directory path, opens files by index number, and loads a limited run of daily, weekly, or monthly periods. A reusable chart frame keeps bars in the lower pane. Rate of Change is the only implemented upper-pane indicator: it asks for a lookback, then plots against a dotted zero line and labeled extremes. New calculations can be inserted as self-contained units by changing only a few lines of calling code.

  • The laboratory template is one main module plus four reusable subprocedures, with a saved data-directory path and a first graphics menu that offers only charting or quit.
  • Series are opened by index number, then by a chosen count of daily, weekly, or monthly periods up to 640, from a seven-field record or a five-field stock record that omits open and open interest.
  • The chart frame reserves the lower pane for bars. Rate of Change is the only implemented upper-pane module and is plotted from a lookback against a dotted zero line and labeled extremes, without a side scale.
  • An indicator slot is a self-contained calculation inserted by changing two or three lines of calling code, which is how a moving average would later sit above the bar window.
Entries in this reading2 entries
Current trackRate of Change50 readingsMoving average449 readings

A reusable laboratory template

The laboratory charting program is organized as one main module plus four function-specific subprocedures meant to be reused in other programs. A disk file stores the default data-directory path so later launches can locate series after a confirmation keystroke.

The first graphics menu offers only charting and quit. It is presented as an expandable laboratory template for later utilities such as data editing, split adjustment, and weekly compression. The unfinished shell is used to practice file load, prompts, drawing, and pop-up menus that leave the background image intact.

Load the series before any indicator

Chart files are opened by an index number rather than a security name, because names live in a separate master catalog recovered by a companion listing utility that can be merged into the menu. After a file is chosen, the user selects how many daily, weekly, or monthly periods to load, with an upper limit of 640 periods.

The described version reads a seven-field record covering date, open, high, low, close, volume, and open interest. Five-field stock records require omitting the open and open-interest reads.

Bars below, Rate of Change above

A reusable chart frame is drawn first as a double-outline border. A bar chart occupies the lower pane. A pop-up then offers upper-pane indicators, of which only Rate of Change is implemented.

Choosing Rate of Change prompts for a lookback, the number of sampled periods supplied before the indicator is drawn. Counts of 12 and 25 are given as reasonable examples. The series is plotted above the bars with a dotted zero line and with maximum and minimum values above the pane, but without a side scale.

Leave the indicator slot interchangeable

New indicator calculations can be added as self-contained units by changing only two or three lines of existing calling code, and one subprocedure may invoke another. That unit is the indicator slot for the upper pane.

Editorial: a moving average is a defined-interval baseline over ordered price, volume, or breadth observations. The same pluggable construction slot used for Rate of Change is how such a baseline would later sit above the bar window.

Educational research material, not investment advice. Historical source context does not establish present-day performance.
4 of 46 in the Rate of Change track
19911-4 pp.Next on Rate of ChangeVolume-scaled rate of change as a momentum constructionDifference-momentum subtracts an earlier close from a later close over a chosen span. Product-momentum multiplies each session's rate of change by that session's volume and then applies a ten-session-average.
All readings on this track · 46 readings
  1. 1985Constructing excess and momentum difference-curve oscillators
  2. 1988Five reading rules for smoothed indicator charts
  3. 1989Momentum overlays that speed moving-average oscillators
  4. 1990A laboratory template that constructs Rate of Change as a pane module
  5. 1991Volume-scaled rate of change as a momentum construction
  6. 1991Three-indicator market overview from tape, sentiment and rates
  7. 1991Three-component trend model with rate-of-change filters
  8. 1992A KST oscillator from a weighted rate-of-change stack
  9. 1992Four-window weighted rate-of-change composite
  10. 1992Constructing multi-span smoothed rate-of-change filters
  11. 1992Constructing a four-horizon summed rate of change
  12. 1992Constructing KST from four weighted smoothed rates of change
  13. 1992Constructing a composite from weighted smoothed rates of change
  14. 1992Three-horizon KST maturity alignment
  15. 1992Construct a bond-led dividend-to-bond-yield regime first
  16. 1992Constructing relative-strength KST from weighted rate-of-change
  17. 1993Constructing a volume oscillator from average ratios and smoothed rate of change
  18. 1994Gold as a cycle clock for commodities and yields
  19. 1994Constructing a composite from weighted, smoothed rate-of-change windows
  20. 1994Constructing gold-mining rate-of-change tripwires for Treasury bonds
  21. 1994A capacity-stress checklist across commodities, bonds, and breadth
  22. 1994Rate of change parameters for testable entries
  23. 1994Constructing rate-of-change midpoints, lookbacks and divergence
  24. 1994Lead oscillator breaks need price trendline confirmation
  25. 1994Nested averages for an annual momentum curve
  26. 1994Evaluating a Coppock-style rate of change as a bottom-regime filter
  27. 1995A weighted eleven-month Dow rate of change as one testable timing procedure
  28. 1996Named lookbacks, thresholds, and streaks for entry rules
  29. 1997A midpoint rate-of-change test for bond trend follow-through
  30. 1997Constructing a short-rate-adjusted equity momentum filter
  31. 1998Daily momentum rank-churn as a portfolio-construction problem
  32. 1999Constructing a lagged rate of change cycle system
  33. 2000A triple delay line then a one-bar elliptic oscillator
  34. 2001Confirming rate of change divergences with price
  35. 2001Momentum trendline breaks need price confirmation
  36. 2001Market breadth, On-balance volume, and Rate of Change as a combined timing framework
  37. 2001Know Sure Thing with stacked horizons and trendline confirmation
  38. 2003Constructing a mechanical system from a rate of change condition
  39. 2003Constructing momentum from two closes and spotting divergence
  40. 2003Formula choice tilts which momentum mismatches count as divergences
  41. 2004RSI and momentum agreement as an asymmetric filter
  42. 2005Constructing price-normalized moving-slope hybrids
  43. 2005Unsigned speed gates on a fixed average-cross pair
  44. 2007Rebuilding rate of change as a path-weighted oscillator
  45. 2008Construct Special K so short-horizon signals stay inside the primary trend
  46. 2013Restore volume balance before adding another price-time indicator
By fieldIndicators and filters682 readingsBy year199092 readings
All 50 readings tagged Rate of Change
Also on Rate of Change5 readings
1985Constructing excess and momentum difference-curve oscillators1988Five reading rules for smoothed indicator charts1989Momentum overlays that speed moving-average oscillators1992Constructing a four-horizon summed rate of change1992Constructing KST from four weighted smoothed rates of change