roc

roc(series[, period])

Parameters

• series (series) – Input series

• period (integer) – Input period. Default value is 1

Returns

series

Returns the rate of change between the current value and the value period bars ago

\[\mathrm{roc} = \frac{\mathrm{series}_0 - \mathrm{series}_{period}}{\mathrm{series}_{period}}100\]