doc headers

This commit is contained in:
Miha Kralj
2026-02-27 07:48:12 -08:00
parent 8a1ba95173
commit 4ab3a7fb53
389 changed files with 6682 additions and 468 deletions
+17
View File
@@ -1,5 +1,22 @@
# ROCR: Rate of Change Ratio
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Momentum |
| **Inputs** | Source (close) |
| **Parameters** | `period` (default 9) |
| **Outputs** | Single series (Rocr) |
| **Output range** | Varies (see docs) |
| **Warmup** | `period + 1` bars |
### TL;DR
- ROCR (Rate of Change Ratio) calculates the ratio between the current value and the value N periods ago.
- Parameterized by `period` (default 9).
- Output range: Varies (see docs).
- Requires `period + 1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The ratio form of momentum: how many times larger is the current price compared to the past? A multiplier view of market movement."
ROCR (Rate of Change Ratio) calculates the ratio between the current value and the value N periods ago. Values hover around 1.0, with values above 1.0 indicating price increase and values below 1.0 indicating price decrease. Unlike ROC (absolute) or ROCP (percentage), ROCR provides a dimensionless multiplier that directly shows the price ratio.