Rate of Change (by PK)

Category: momentum

Calculates the percentage difference between the current price and the price n-periods ago to measure momentum.

Formula

ROC = ((Price_{current} - Price_{n}) / Price_{n}) * 100

Inputs

• Długość (Length) (default: 9)
• Źródło (Source) (default: close)

See signal primitives and every published strategy that uses Rate of Change (by PK) on WOBR StrategyVerse.