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Rate of Change (ROC)

Classic momentum classic oscillator

A momentum-based technical indicator that measures the percentage change in price between the current price and the price n periods ago.

Usage

Use to measure the speed at which price is changing. It is often used to identify overbought/oversold conditions and trend reversals.

Background

The Rate of Change (ROC) indicator is a pure momentum oscillator that measures the percentage change in price from one period to the next. It is highly effective at identifying the velocity of a move and anticipating when that velocity is slowing down. — StockCharts ChartSchool

Parameters

  • timeperiod (default: 10): Lookback period

Formula

\[ ROC = \frac{Price_t - Price_{t-n}}{Price_{t-n}} \times 100 \]

Source