Extra indicators
ROC: Rate of Change
How much the price has changed in per cent compared with N candles ago.
Die Idee in einfachen Worten
ROC is momentum in its simplest form: the percentage move over a fixed look-back. Above zero the price is higher than it was, below zero lower.
So wird gerechnet
Divide the change since N candles ago by the price N candles ago and multiply by 100.
ROC = (close − close[N]) ÷ close[N] × 100Anwendung
- Crossing zero: momentum turns positive or negative.
- Divergence: price makes a new high while ROC does not.
Schlüsse ziehen
- Extreme readings compared with the ticker's own history often come before pauses.
Beispiel
AAPL daily, ROC(12) = +8%: the price is 8% above where it was 12 sessions ago.
Kurse in Beispielen dienen der Veranschaulichung.
Worauf man achten sollte
- One unusual candle N candles ago makes ROC jump when it drops out of the window.
Ein wenig Geschichte
One of the oldest momentum measures, used by stock traders well before computers.
Nur Bildungsinhalte. Kein Indikator und kein Muster sagt die Zukunft voraus, und nichts hier ist eine Anlageberatung.