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ROC — Rate of Change Trading Series

The ROC trading series represents the Rate of Change (ROC) indicator, which measures the percentage change between the current price and the price length periods ago.

It is built upon the Rate of Change indicator implementation from the indicators module.

Parameters

ROC(
    ticker: str,
    source: SourceType = SourceType.CLOSE,
    length: int = 9
)
  • ticker (str): Asset ticker symbol (e.g., "AAPL").
  • source (SourceType): Price source for calculation. Default is SourceType.CLOSE. Supported sources are linked here.
  • length (int): Lookback period for ROC calculation. Default is 9.

Description

  • Positive ROC indicates upward momentum.
  • Negative ROC indicates downward momentum.
  • Useful for identifying momentum shifts and trend reversals.

Example Usage

ROC(
    ticker="AAPL",
    source=SourceType.CLOSE,
    length=9
)