ROCR100

Summary

Rate-of-change ratio scaled by 100: current price as a percentage of the price optInTimePeriod bars ago. Momentum measure centered at 100 and always positive. Above 100 = price rose vs n bars ago; below 100 = price fell.

Formula

\(ROCR100_t = \dfrac{price_t}{price_{t-n}} \times 100\), where \(n\) = optInTimePeriod

Inputs

inReal — Input price/data series

Outputs

outReal — Rate-of-change ratio times 100

Parameters

optInTimePeriod — Lookback distance (bars back) for the reference price

Implementation

TA-Lib Definition: rocr100.c · rocr100.yaml

Native	File
C	`ta_ROCR100.c`
Rust	`rocr100.rs`
Java	`Core.java`

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

Aliases

Rate of Change Ratio 100 Scale, MO