ROC - Rate of Change

ROC measures the speed and magnitude of price changes.

calcROC

Signature

calcROC(data: OHLCV[], options?: ROCOptions): ROCResult[]

Parameters

interface ROCOptions {
  period?: number;       // Period, default 12
  signalPeriod?: number; // Signal line period
}

Return Type

interface ROCResult {
  roc: number | null;     // ROC value (percentage)
  signal: number | null;  // Signal line
}

Calculation

ROC = (Close - Close[N]) / Close[N] × 100

Example

import { calcROC } from 'stock-sdk';

const klines = await sdk.getHistoryKline('sz000001');
const roc = calcROC(klines, { period: 12, signalPeriod: 6 });
console.log(roc[20].roc);     // ROC value
console.log(roc[25].signal);  // Signal line

Usage Tips

• ROC crosses from negative to positive: Buy signal
• ROC crosses from positive to negative: Sell signal
• ROC divergence from price: Possible reversal