Rate of change Percentage: (price-prevPrice)/prevPrice (ROCP)

Summary

Rate of change expressed as a fraction of the price optInTimePeriod bars ago. Normalized and centered at zero (positive or negative). >0 rising vs N bars ago, <0 falling; equals ROC/100.

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outReal: line · zero · positive · negative

Formula

ROCP = (price - prevPrice) / prevPrice, prevPrice = inReal[i - optInTimePeriod]

Notes

The input is assumed positive. The price optInTimePeriod bars back is the divisor. Where it is exactly 0 the output is 0. Near zero the divisor is small and the output very large; no error is returned. A series that reaches or crosses zero, such as an oscillator or a spread, has no meaningful result here.

Inputs

inReal — Source price series

Outputs

outReal — Fractional rate of change vs the value optInTimePeriod bars earlier

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	10	1–100000	Lookback distance to the previous price

Properties

Numerical Stability: Start-Independent


☐ Overlap Input
✅ Independent Y-Axis i
☐ Candlestick
☐ Display Shift


☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
✅ Input Must Be Positive i

Example

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double series[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_ROCP( 0, n - 1, series, 10, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let series = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.rocp(0, series.len() - 1, &series, 10, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] series = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.rocp(0, series.length - 1, series, 10, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.Rocp(0, series.Length - 1, series, 10, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { rocp } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first

const { begIdx, values } = rocp(series, { timePeriod: 10 });
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: rocp.c · rocp.yaml

Native	File
C	`ta_ROCP.c`
Rust	`rocp.rs`
Java	`Core_ROCP.java`
C#	`Core_ROCP.cs`
TypeScript	`rocp.ts`

Python: talib.ROCP, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Rate of Change Percentage, Percent Change