ROCR

Summary

Rate of Change Ratio: the ratio of the current price to the price optInTimePeriod bars ago. A momentum measure centered at 1. Always positive, centered at 1: >1 rising, <1 falling.

Formula

ROCR = price / price[t - optInTimePeriod]

Inputs

inReal — Price series

Outputs

outReal — Ratio of current price to prior price

Parameters

optInTimePeriod — Lookback distance in bars for the prior price

Implementation

TA-Lib Definition: rocr.c · rocr.yaml

Native	File
C	`ta_ROCR.c`
Rust	`rocr.rs`
Java	`Core.java`

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

Aliases

Rate of Change Ratio