Volume Rate of Change
The Volume Rate of Change indicator shows whether or not volume is trending in one direction or another.
Sharp Volume ROC increases may signal price breakouts.
set VROC12 = VROC(VOLUME, 12)
set BUY = (VROC12 > 0) AND (REF(VROC12, 1) < 0)
Evaluates to buy when the Volume ROC recently moved into positive territory.