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

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