Rate of Change

Definition

Subtracts the price N periods ago from the current price and divides by the price N periods ago.

Boundary

It is sensitive to gaps and outliers and needs smoothing or threshold filtering.

Role distribution

Market regimes

Common parameters

Frequent co-occurrence

• False Signal33
• Stop Loss29
• Breakout24
• Cross Below15
• Cross Above15
• EMA14
• Momentum14
• Simple Moving Average11
• ATR10
• False Breakout10

Semantic relations

• Derivation → MomentumROC is a rate-of-change version of momentum normalized by the base price.
• Basis ← CloseROC uses closing prices to calculate the rate of change.
• Basis → Kaufman Efficiency RatioKaufman efficiency compares net displacement with total path length.

Evidence strategies

• 基于Stochastic指标和CCI指标的趋势跟踪策略Trend-Following-Strategy-Based-on-Stochastic-and-CCIFilter
• 超级趋势日线反转策略Super-Trend-Daily-Reversal-StrategyFilter
• 基于布林带短期趋势跟踪型策略Bollinger-Bands-Breakout-short-term-trend-following-StrategyFilter
• 动态阈值价格变化突破策略-Dynamic-Threshold-Price-Change-Breakout-StrategyTrigger
• 自适应动量均值回归交叉策略Adaptive-Momentum-Mean-Reversion-Crossover-StrategyTrigger
• 基于变化率的交易策略Rate-of-Change-Trading-StrategyTrigger
• 多因子均衡震荡器交易策略Ultimate-Balance-Oscillator-Trading-StrategyFilter
• 双移动平均线稳健交易策略Robust-Dual-Moving-Average-Trading-StrategyFilter
• 多指数均线交叉动量预警交易策略-Multi-EMA-Crossover-Momentum-Alert-Trading-StrategyTrigger
• 基于价格变化率与均线的量化策略Price-Change-Average-Pricing-Strategy-Based-on-Quantitative-IndicatorsTrigger
• 交易黄金时段策略Golden-Trade-Hour-StrategyTrigger
• 三重EMA平滑动量与资金流量综合交易策略-Triple-EMA-Smoothed-Momentum-and-Money-Flow-Integrated-Trading-StrategyFilter
• 震荡反转均线系统策略EMA-Oscillation-Reversal-System-StrategyTrigger
• 基于OBVCMO和Coppock曲线的交易策略OBV-CMO-and-Coppock-Curve-Based-Trading-StrategyFilterInferred
• 基于柴金波动率指标的短线交易策略Short-term-Trading-Strategy-Based-on-Chaikin-Volatility-IndicatorTrigger
• 基于Coppock曲线的量化交易策略Coppock-Curve-Based-Quantitative-Trading-StrategyTriggerInferred
• 基于05赫氏变化的短周期交易策略Heikin-Ashi-05-Change-Short-Period-Trading-StrategyFilter

Corpus quotes