変動率 – ROC

The rate-of-change indicator (ROC), also referred to simply as momentum, is a pure momentum oscillator that measures the percentage change in price from one period to the following one. When calculating ROC, the current price is compared to the price “n” periods ago. The chart forms an oscillator that fluctuates above and below the zero line as the rate of change moves from positive to negative. As a momentum oscillator, ROC shows signals such as crossing the centerline, divergences, and overbought/oversold levels. Since divergences are not reversal signals in most cases, they will not be discussed in detail in this article. Although crossing the center line causes price fluctuations, especially in the short term, these crossovers can be used to identify the overall trend. The identification of overbought or oversold extremes is natural for the Rate-of-Change Oscillator.

インジケーターには1本の線があります：

1. ROC

以下の基本条件を追加しました：

• ROC is rising/falling
• ROC is above/below level
• ROC crosses above/below level

インジケーターの対応プラットフォーム：MT4 / MT5 / TradeStation / MultiCharts

カスタムブロックを使うと、条件分岐を簡単に行うことができます。詳細はこちらをご覧ください：

• https://strategyquant.com/doc/strategyquant/custom-blocks/
• https://strategyquant.com/doc-category/strategy-templates-custom-blocks/
• https://www.youtube.com/watch?v=CGkn5kh_etc