Algorithmic Trading can be a complex subject. Keep your knowledge current with this glossary of key concepts, terminology, and technical indicators.
A technical indicator that measures the percentage change between the most recent price and the price "n" periods in the past. It is calculated by using the following formula:
(Closing Price Today - Closing Price "n" Periods Ago) / Closing Price "n" Periods Ago ROC is classed as a price momentum indicator or a velocity indicator because it measures the rate of change or the strength of momentum of change.
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