Indicator Reference

Rate Of Change Ratio

Introduction

This indicator computes the Rate Of Change Ratio (ROCR). The Rate Of Change Ratio is calculated with the following formula: ROCR = price / prevPrice

Create Manual Indicators

You can manually create a RateOfChangeRatio 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 RateOfChangeRatio constructor.

RateOfChangeRatio()1/2

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

Initializes a new instance of the RateOfChangeRatio class using the specified name and period.

RateOfChangeRatio()2/2

            RateOfChangeRatio QuantConnect.Indicators.RateOfChangeRatio (
     int  period
   )
        

Initializes a new instance of the RateOfChangeRatio class using 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 RateOfChangeRatio _rocr;

// In Initialize()
_rocr = new RateOfChangeRatio(name, period);
_rocr.Updated += IndicatorUpdateMethod;

RegisterIndicator(symbol, _rocr, Resolution.Daily);

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

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

# In IndicatorUpdateMethod()
if self.rocr.IsReady:
    indicator_value = self.rocr.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 RateOfChangeRatio _rocr;
private Symbol symbol;

// In Initialize()
_rocr = new RateOfChangeRatio(period);
symbol = AddEquity("SPY").Symbol;

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

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

Create Automatic Indicators

The ROCR method creates an RateOfChangeRatio 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 ROCR method:

ROCR()1/1

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

Creates a new RateOfChangeRatio indicator.


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 RateOfChangeRatio _rocr;

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

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

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

Visualization

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

private RateOfChangeRatio _rocr;

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

// In OnData()
if (_rocr.IsReady)
{
    Plot("My Indicators", "rateofchangeratio", _rocr.Current);
}
# In Initialize()
symbol = self.AddEquity("SPY").Symbol
self.rocr = self.ROCR(symbol, period)

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

For more information about plotting indicators, see Plotting Indicators.

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