Timeline for How does the Bloomberg website chart calculate the "Rate of Change"?
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
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| Dec 19, 2017 at 4:29 | comment | added | hroptatyr | I'm not a "technical indicator" guy but from what I can see when I set the ranges to those of the website it's exactly the same chart, a ROC(1), i.e. N = 1, simply the scale seems to be different, it seems they use the 4W-high/low (of the indicator) to define 100 and display all values relative to that. | |
| Dec 18, 2017 at 20:05 | comment | added | 1konejo | This is very interesting indeed, @hroptatyr! Bloomberg's Terminal "Rate of Change" is quite different from the "Rate of Change" that they show in their public website. Please, notice the big differences in the trendline for my screenshot, the scale is very similar in both plots (imgur.com/C39bx23). I'm afraid I don't have Terminal available but, could you check if you have any indicator there with a similar profile to that of the website? Maybe we could figure out that way, what is that they are actually using. Thx! | |
| Dec 18, 2017 at 16:15 | history | edited | hroptatyr | CC BY-SA 3.0 |
add snapshot from terminal
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| Dec 18, 2017 at 16:07 | history | edited | hroptatyr | CC BY-SA 3.0 |
added 125 characters in body
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| Dec 17, 2017 at 22:33 | comment | added | 1konejo | I am puzzled because I used this 'typical' definition of ROC to try to solve the equation for the last datapoint of the quote in the question to figure out the number of periods Bloomberg was using. But the result made no sense as I mention in xirt's answer above. | |
| Dec 17, 2017 at 18:36 | history | answered | hroptatyr | CC BY-SA 3.0 |