# Rate of Change (ROC)

get_roc(quotes, lookback_periods, sma_periods=None)

## Parameters

name | type | notes |
---|---|---|

`quotes` | Iterable[Quote] | Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame |

`lookback_periods` | int | Number of periods (`N` ) to go back. Must be greater than 0. |

`sma_periods` | int, Optional | Number of periods in the moving average of ROC. Must be greater than 0, if specified. |

### Historical quotes requirements

You must have at least `N+1`

periods of `quotes`

to cover the warmup periods.

`quotes`

is an `Iterable[Quote]`

collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

## Returns

```
ROCResults[ROCResult]
```

- This method returns a time series of all available indicator values for the
`quotes`

provided. `ROCResults`

is just a list of`ROCResult`

.- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
`N`

periods will have`None`

values for ROC since there’s not enough data to calculate.

### ROCResult

name | type | notes |
---|---|---|

`date` | datetime | Date |

`momentum` | float, Optional | Raw change in price over `N` periods |

`roc` | float, Optional | Rate of Change over `N` lookback periods (%, not decimal) |

`roc_sma` | float, Optional | Moving average (SMA) of ROC based on `sma_periods` periods, if specified |

### Utilities

See Utilities and Helpers for more information.

## Example

```
from stock_indicators import indicators
# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")
# calculate 20-period ROC
results = indicators.get_roc(quotes, 20)
```

# ROC with Bands

get_roc_with_band(quotes, lookback_periods, ema_periods, std_dev_periods)

## Parameters with Bands

name | type | notes |
---|---|---|

`quotes` | Iterable[Quote] | Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame |

`lookback_periods` | int | Number of periods (`N` ) to go back. Must be greater than 0. Typical values range from 10-20. |

`ema_periods` | int | Number of periods for the ROC EMA line. Must be greater than 0. Standard is 3. |

`std_dev_periods` | int | Number of periods the standard deviation for upper/lower band lines. Must be greater than 0 and not more than `lookback_periods` . Standard is to use same value as `lookback_periods` . |

## Returns with Bands

```
ROCWBResults[ROCWBResult]
```

### ROCWBResult

name | type | notes |
---|---|---|

`date` | datetime | Date |

`roc` | float, Optional | Rate of Change over `N` lookback periods (%, not decimal) |

`roc_ema` | float, Optional | Exponential moving average (EMA) of `roc` |

`upper_band` | float, Optional | Upper band of ROC (overbought indicator) |

`lower_band` | float, Optional | Lower band of ROC (oversold indicator) |

## About Rate of Change (ROC)

Rate of Change, also known as Momentum Oscillator, is the percent change of Close price over a lookback window. Momentum is the raw price change equivalent. A Rate of Change with Bands variant, created by Vitali Apirine, is also available. [Discuss] 💬