Extra indicators
ROC: Rate of Change
How much the price has changed in per cent compared with N candles ago.
Идея простыми словами
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.
Как считается
Divide the change since N candles ago by the price N candles ago and multiply by 100.
ROC = (close − close[N]) ÷ close[N] × 100Как использовать
- Crossing zero: momentum turns positive or negative.
- Divergence: price makes a new high while ROC does not.
Выводы
- Extreme readings compared with the ticker's own history often come before pauses.
Пример
AAPL daily, ROC(12) = +8%: the price is 8% above where it was 12 sessions ago.
Цены в примерах приведены для иллюстрации.
На что обратить внимание
- One unusual candle N candles ago makes ROC jump when it drops out of the window.
Немного истории
One of the oldest momentum measures, used by stock traders well before computers.
Только образовательный материал. Ни один индикатор или паттерн не предсказывает будущее, и ничто здесь не является инвестиционной рекомендацией.