This is not the correct error message for this problem. It is saying that the indicator "RateOfChange" is not
of the message format symbol::name. However this is not the problem with this calculation.
In[1]:= FinancialIndicator["RateOfChange",2][{{{2000,1,1},100 {1,1,0,0,1}},{{2000,1,2},100
{0,2,0,2,2.01}},{{2000,1,3},100 {2,3,2,3,3}},{{2000,1,4},100 {3,3,2,1,1}}}]
During evaluation of In[1]:= Message::name: Message name RateOfChange::bprcss is not of the form symbol::name
or symbol::name::language. >>
Out[1]= {}
Suppose we take some realistic data and apply the same FinancialIndicator:
In[1]:= data = FinancialData["GOOGL", "OHLCV", {{2009, 5, 1}, {2010, 4, 30}}];
In[12]:= FinancialIndicator["RateOfChange", 2][Take[data, 4]]
Out[12]= TemporalData[TimeSeries, {{{2.1057201696362764,
0.25125801355273913
, 0.11910655714036196`}}, {{3450384000,
3450556800, 86400}}, 1, {"Continuous", 1}, {"Discrete", 1}, 1, {
ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1},
MetaInformation -> {"FinancialIndicator" -> "ROC"}}}, True, 10.4]
Then we can see that it works fine. The problem with the given data is that it is unrealistic, in that it has
a closing price of zero as its first data point! Suppose we had the same constraint with zero volume then we
would also get
In[17]:= FinancialIndicator["VolumeRateOfChange",2][{{{2000,1,1},100 {1,1,0,0,0}},{{2000,1,2},100
{0,2,0,2,2.01}},{{2000,1,3},100 {2,3,2,3,3}},{{2000,1,4},100 {3,3,2,1,1}}}]
During evaluation of In[17]:= Message::name: Message name VolumeRateOfChange::bprcss is not of the form
symbol::name or symbol::name::language. >>
Out[17]= {}
If we correct for the zero closing price in the dummy data we get:
In[15]:= FinancialIndicator["RateOfChange",2][{{{2000,1,1},100 {1,1,0,3,1}},{{2000,1,2},100
{0,2,0,2,2.01}},{{2000,1,3},100 {2,3,2,3,3}},{{2000,1,4},100 {3,3,2,1,1}}}]
Out[15]= TimeSeries[Time: 02 Jan 2000 to 04 Jan 2000 [SpanFromLeft] Data points: 3 [SpanFromLeft]]
So, the error message is wrong and should be something like:
"FinancialIndicator::outrange : RateOfChange requires positive closing prices"
Similarly:
"FinancialIndicator::outrange : VolumeRateOfChange requires positive volumes"