FTB-C000402 / Formula component

Close-to-Close Change

Close-to-Close Change is the current eligible close minus the immediately previous eligible close.

Also known asprice change

Definitions

In plain terms

It supplies signed one-period movement to RSI, TSI, streak, and other momentum calculations.

Technical

The contract fixes consecutive observation rules, session gaps, adjustment basis, duplicate timestamps, revisions, and the first unavailable row.

Scope

A price difference has price units and is not a percentage return.

Formula

Change_t = Close_t - Close_(t-1)
LaTeX: \Delta C_t=C_t-C_{t-1}
SymbolMeaningUnit
C_tcurrent closeprice
C_(t-1)previous closeprice

Output unit: price

Examples

  • A governed lesson calculates or identifies Close-to-Close Change only after its inputs, window, state, scale, and edge cases are declared.

Common misconceptions

  • A price difference has price units and is not a percentage return.

Concept relationships

Prerequisites

Required by

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D07-F03-A01 Prerequisite
  • D07-F03-A07 Prerequisite
  • D08-F01-A02 Prerequisite

Evidence and governance

  1. Relative Strength Index TA-Lib · first party technical publication

    Supports: preferred label, short definition, technical definition, formula

    Limits: Seed, flat-series behavior, unstable periods, and platform compatibility must be frozen before claiming parity.

Reviewed by
fintech-builder-batch-008
Last reviewed
2026-07-29
Next review
2027-07-29
Record status
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.