ROC
Summary
Rate-of-change momentum oscillator: the percent change of price versus the price optInTimePeriod bars earlier. Centered at zero with positive and negative values. Positive when price rose over the period, negative when it fell; magnitude scales the move.
Formula
ROC = ((price / prevPrice) - 1) * 100, where prevPrice = inReal[i - optInTimePeriod]
Inputs
inReal— Input price series
Outputs
outReal— Percent rate of change
Parameters
optInTimePeriod— Lookback distance to the prior price
Implementation
TA-Lib Definition: roc.c · roc.yaml
| Native | File |
|---|---|
| C | ta_ROC.c |
| Rust | roc.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Rate of Change, Price Rate of Change