Research method
Rate of Change
Rate of Change is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- OHLC price structure and chart scale
- Horizon
- From intraday to several weeks
- Best use
- Turn a repeatable chart condition into a falsifiable trade hypothesis.
- Input: OHLC price structure and chart scale.
- Output: signal.
- Use boundary: Turn a repeatable chart condition into a falsifiable trade hypothesis.
The graph7
How the method is built, and where it has been read
Depends on
Often reviewed together
Moving-average crossover4 readings
Often reviewed together
Rule-based entry5 readings
Often reviewed together
Intermarket analysis5 readings
Often reviewed together
Exponential smoothing9 readings
Often reviewed together
Price-indicator divergence9 readings
Often reviewed together
Moving average16 readings
Often reviewed together
Momentum strategy16 readings
Read in the archive24 of 53 readings
1985Constructing excess and momentum difference-curve oscillators1988Five reading rules for smoothed indicator charts1989Momentum overlays that speed moving-average oscillators1990A laboratory template that constructs Rate of Change as a pane module1990Constructing a two-line relative volatility index1991Volume-scaled rate of change as a momentum construction1991Three-component trend model with rate-of-change filters1991Three-indicator market overview from tape, sentiment and rates1992Constructing a TRIX oscillator from daily declines1992Four-window weighted rate-of-change composite1992A KST oscillator from a weighted rate-of-change stack1992Constructing multi-span smoothed rate-of-change filters1992Constructing KST from four weighted smoothed rates of change1992Constructing a four-horizon summed rate of change1992Construct a bond-led dividend-to-bond-yield regime first1992Three-horizon KST maturity alignment1992Constructing a composite from weighted smoothed rates of change1992Constructing relative-strength KST from weighted rate-of-change1993Constructing a volume oscillator from average ratios and smoothed rate of change1993Evaluating a weighted dual rate-of-change momentum filter1994Constructing a composite from weighted, smoothed rate-of-change windows1994Gold as a cycle clock for commodities and yields1994Constructing gold-mining rate-of-change tripwires for Treasury bonds1994A capacity-stress checklist across commodities, bonds, and breadth
This registry entry describes a research method. It is not investment advice and does not make a performance claim.