pvtrend

Price and Volume Trend (PVT)

pvtrend has been partially removed and will no longer accept a fints object (tsobj) argument. Use a matrix, timetable, or table instead for financial time series.

Use fts2timetable to convert a fints object to a timetable object.

Description

example

trend = pvtrend(Data) calculates the Price and Volume Trend (PVT) from the series of closing stock prices and trade volume.

Examples

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Load the file SimulatedStock.mat, which provides a timetable (TMW) for financial data for TMW stock.

load SimulatedStock.mat
trend = pvtrend(TMW);
plot(trend.Time,trend.PriceVolumeTrend)
title('Price and Volume Trend for TMW')

Input Arguments

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Data for closing prices and trade volume, specified as a matrix, table, or timetable. For matrix input, Data is an M-by-2 matrix of closing prices and trade volume. Timetables and tables with M rows must contain variables named 'Close' and 'Volume' (case insensitive).

Data Types: double | table | timetable

Output Arguments

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Price and volume trend (PVT), returned with the same number of rows (M) and the same type (matrix, table, or timetable) as the input Data.

References

[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 239–240.

Introduced before R2006a