Indicator Reference

Rate Of Change

Introduction

This indicator computes the n-period rate of change in a value using the following: (value_0 - value_n) / value_n

Create Manual Indicators

You can manually create a RateOfChange indicator, so it doesn’t automatically update. Manual indicators let you update their values with any data you choose. The following reference table describes the RateOfChange constructor.

RateOfChange()1/2

            RateOfChange QuantConnect.Indicators.RateOfChange (
     int  period
   )
        

Creates a new RateOfChange indicator with the specified period.

RateOfChange()2/2

            RateOfChange QuantConnect.Indicators.RateOfChange (
     string  name,
     int     period
   )
        

Creates a new RateOfChange indicator with the specified period.

Update Manual Indicators

You can update the indicator automatically or manually.

Automatic Update

To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.


private RateOfChange _roc;

// In Initialize()
_roc = new RateOfChange(name, period);
_roc.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _roc, Resolution.Daily);

// In IndicatorUpdateMethod()
if (_roc.IsReady)
{
    var indicatorValue = _roc.Current.Value;
}
    
# In Initialize()
self.roc = RateOfChange(name, period)
self.roc.Updated += self.IndicatorUpdateMethod

self.RegisterIndicator(symbol, self.roc, Resolution.Daily)

# In IndicatorUpdateMethod()
if self.roc.IsReady:
    indicator_value = self.roc.Current.Value

To customize the data that automatically updates the indicator, see Custom Indicator Periods and Custom Indicator Values.

Manual Update

Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Update method with time/decimal pair. The indicator will only be ready after you prime it with enough data.

    
private RateOfChange _roc;
private Symbol symbol;

// In Initialize()
_roc = new RateOfChange(period);
symbol = AddEquity("SPY").Symbol;

// In OnData()
if (data.ContainsKey(_symbol))
{
    _roc.Update(data[symbol].EndTime, data[symbol].High);
}
if (_roc.IsReady)
{
    var indicatorValue = _roc.Current.Value;
}
    
# In Initialize()
self.roc = RateOfChange(period)
self.symbol = self.AddEquity("SPY").Symbol

# In OnData()
if data.ContainsKey(self.symbol):
    self.roc.Update(data[self.symbol].EndTime, data[self.symbol].High)
if self.roc.IsReady:
    indicator_value = self.roc.Current.Value

Create Automatic Indicators

The ROC method creates an RateOfChange indicator, sets up a consolidator to update the indicator, and then returns the indicator so you can use it in your algorithm.

The following reference table describes the ROC method:

ROC()1/1

            RateOfChange QuantConnect.Algorithm.QCAlgorithm.ROC (
    Symbol                           symbol,
    Int32                            period,
    *Nullable<Resolution>      resolution,
    *Func<IBaseData, Decimal>  selector
   )
        

Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security. The indicator will be automatically updated on the given resolution.


If you don't provide a resolution, it defauls to the security resolution. If you provide a resolution, it must be greater than or equal to the resolution of the security. For instance, if you subscribe to hourly data for a security, you should update its indicator with data that spans 1 hour or longer.

For more information about the selector argument, see Alternative Price Fields.

Get Indicator Values

To get the value of the indicator, use its Current.Value attribute.

private RateOfChange _roc;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_roc = ROC(symbol, period);

// In OnData()
if (_roc.IsReady)
{
    var current = _roc.Current.Value;
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.roc = self.ROC(symbol, period)

# In OnData()
if self.roc.IsReady:
    current = self.roc.Current.Value

Visualization

To plot indicator values, in the OnData event handler, call the Plot method.

private RateOfChange _roc;

// In Initialize()
var symbol = AddEquity("SPY").Symbol;
_roc = ROC(symbol, period);

// In OnData()
if (_roc.IsReady)
{
    Plot("My Indicators", "rateofchange", _roc.Current);
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.roc = self.ROC(symbol, period)

# In OnData()
if self.roc.IsReady:
    self.Plot("My Indicators", "rateofchange", self.roc.Current)

For more information about plotting indicators, see Plotting Indicators.

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