ROC

ROC (Rate of Change)

What it is

ROC measures percent change versus the close price (N) periods ago.

Output column

• roc

Formula

[ ROC_t = 100 \cdot \frac{close_t - close_{t-N}}{close_{t-N}} ]

Configuration

• Config key: roc_window

Related pages:

• Indicators (Overview)
• Configuration & Templates