Convergence of Multiple period Rates of Change near the Zero line shows contraction in volatility. Soon we can expect expansion in volatility. Ideal strategy would be to buy ATM Straddles when different period ROCs converge near Zero line. (Also check implied volatility of options before going for this strategy)
Relative Volume ( RVol ) is a critical measure of volume flows. It measures current volume in relation to the "usual" volume for this time of the day. Rate of Change ( RoC ) is a momentum-based technical indicator that measures the percentage change in price between the current price and the price a certain number of periods ago.
If the value drops (or rises) SHARPLY, we will receive an alert
This is a small spin on the Rate of Change (ROC) indicator where I overlay a simple moving average of the indicator over the prior days.
This script helps to identify ROC pivot points and aims to show you when the trend has changed direction.
Hello traders and developers! I was wondering how built-in "roc" function in Pine is defined and calculated so I made a little research. I examined 4 samples: 1) "roc" function itself 2) "roc" according to its description 3) price change ratio 4) price percent change ratio The results of the first and fourth samples are identical. So, TV built-in roc(source,...
ROC AND SROC WITH COLOR INDICATOR EVERYTIME THEY ARE ABOVE OR BELOW ZERO(0)
ROC works great on data with only positive numbers (like prices). But it fails to correctly represent the rate of change when source series have negative values. ROC is positive when: Source is positive AND Source is rising OR Source is negative AND Source is falling Percent change (PCT) is just a ROC that deals with this sign confusion. Anyone with Data...
Based on ROC this indicator has been smoothed with filter and the zero line changed by a longer period of inverted ROC filtred as well . Buy/sell at the cross.
Shows BTCUSDLONGS vs BTCUSDSHORTS along with their rate of change on a scale that's friendly for a combined indicator. ROC is increased proportionally so you can see it in relationship to Open Shorts and Open Longs on the same graph without zooming. I had been using an offset as well, but using an offset to adjust position causes the highs to look lower and it...
Inverse Fisher WMA Smoothed Price ROC and RSI by drnkk
Smoothed Rate of Change indicator script. This indicator was originally developed by Fred G. Schutzman.
Tick Line Momentum Oscillator indicator script. This indicator was originally developed by Daniel E. Downing (Stocks & Commodities, V.12:1 (42-44): Using The Tick In A Short-Term Indicator).
An experimental indicator based on the Stochastic + Connors RSI binding
Calculates the strength of a particular currency taking into account it's rate of change (% price change in a period) in all correlated and anti-correlated pairs. For instance, when looking for USD strength we will add ROC for USDCAD, USDCHF and USDJPY while subtract AUDUSD, EURUSD, GBPUSD and NZDUSD. After ROC step, one can smooth the result using EMA, or...