RateOfChangePercent — Rate of Change Percent

The three TA-Lib rate-of-change variants in one indicator: percent (ROCP × 100), ratio (ROCR) and ratio100 (ROCR100). Same measurement, three conventions — pick the scale your rule is written in rather than converting.

Signature

RateOfChangePercent(period, on=<source>)

Argument	Type	Required	Notes
period	int Param or literal	Yes	Lookback. Default 10, bounds 1–400.
on=	symbol, OHLCV field, or indicator	No	Source. Defaults to the trade symbol’s close.

Formula

$$ \text{percent} = 100\left(\frac{C_t}{C_{t-n}} - 1\right), \quad \text{ratio} = \frac{C_t}{C_{t-n}}, \quad \text{ratio100} = 100,\frac{C_t}{C_{t-n}} $$

Warmup

period + 1 bars; percent 0, ratio 1 and ratio100 100 until then.

Reading the value

roc.percent
roc.ratio
roc.ratio100

Multi-value: cannot be chained onto or crossed.

Example

class RocMomentum(Strategy):
    """Enter on strong 10-bar momentum."""
    trade = Symbol()
    sizing = FixedCapital()

    def execute(self):
        roc = RateOfChangePercent(10, on=self.trade)
        if roc.percent > 3 and self.trade.is_flat:
            self.buy(self.trade, reason=f"ROC {roc.percent:.1f} pct")
        if roc.percent < 0 and self.trade.is_long:
            self.sell(self.trade, self.trade.position, reason="Momentum gone")

Notes

• TA-Lib’s ROCP / ROCR / ROCR100. The platform’s seeded ROC is the plain price-difference form; this is the normalised family.
• Proven by an assert-via-trade run on SPY daily (all three outputs matched a strategy-side reference exactly on every bar; zero alarm trades).