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.

Formula

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

Inputs

inReal — Source price series

Outputs

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

Parameters

optInTimePeriod — Lookback distance to the previous price

Implementation

TA-Lib Definition: rocp.c · rocp.yaml

Native	File
C	`ta_ROCP.c`
Rust	`rocp.rs`
Java	`Core.java`

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

Aliases

Rate of Change Percentage, Percent Change