Extra indicators
ROC: Rate of Change
How much the price has changed in per cent compared with N candles ago.
L’idée en termes simples
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.
Mode de calcul
Divide the change since N candles ago by the price N candles ago and multiply by 100.
ROC = (close − close[N]) ÷ close[N] × 100Comment l’utiliser
- Crossing zero: momentum turns positive or negative.
- Divergence: price makes a new high while ROC does not.
Tirer des conclusions
- Extreme readings compared with the ticker's own history often come before pauses.
Exemple
AAPL daily, ROC(12) = +8%: the price is 8% above where it was 12 sessions ago.
Les prix des exemples sont donnés à titre d’illustration.
Points de vigilance
- One unusual candle N candles ago makes ROC jump when it drops out of the window.
Un peu d’histoire
One of the oldest momentum measures, used by stock traders well before computers.
Contenu éducatif uniquement. Aucun indicateur ni aucune figure ne prédit l’avenir, et rien ici ne constitue un conseil en investissement.