Rate of change

ROC measures the percentage change in price over a specified period. It is calculated by ((price/prevPrice)-1)*100.

Method

tm.ta.roc(source, timeperiod)

Inputs

Parameter	Argument type	Description	Default Value
source	pd.Series	Input data series	-
timeperiod	int	Number of periods for the indicator	10

Outputs

Output	Type
roc	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Rate of change : ((price/prevPrice)-1)*100
    roc = tm.ta.roc(data.close, timeperiod=10)

    # Get the last value and print
    last_value = roc.iloc[-1]
    tm.log(f"Last value of Rate of change : ((price/prevPrice)-1)*100 is {last_value}")

    # Plot the values of roc
    tm.plot(roc, title="Rate of change : ((price/prevPrice)-1)*100", overlay=False)