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# VROC: Volume Rate of Change
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| Property | Value |
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| ---------------- | -------------------------------- |
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| **Category** | Volume |
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| **Inputs** | OHLCV bar (TBar) |
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| **Parameters** | `period` (default 12), `usePercent` (default true) |
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| **Outputs** | Single series (Vroc) |
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| **Output range** | Unbounded |
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| **Warmup** | `> period + 1` bars |
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### TL;DR
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- VROC (Volume Rate of Change) measures the percentage or absolute change in volume over a specified lookback period.
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- Parameterized by `period` (default 12), `usepercent` (default true).
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- Output range: Unbounded.
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- Requires `> period + 1` bars of warmup before first valid output (IsHot = true).
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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> "Yesterday's volume is ancient history; what matters is how fast it's changing."
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VROC (Volume Rate of Change) measures the percentage or absolute change in volume over a specified lookback period. Unlike moving average-based volume indicators that smooth data, VROC provides a direct comparison between current volume and historical volume, making it particularly useful for detecting sudden volume surges or contractions that may signal significant market events.
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@@ -129,4 +146,4 @@ Per instance: `8 bytes × (period + 1)` for the ring buffer plus ~32 bytes for s
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- Appel, G., & Hitschler, F. (1979). *Stock Market Trading Systems*. Dow Jones-Irwin.
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- Murphy, J. J. (1999). *Technical Analysis of the Financial Markets*. New York Institute of Finance.
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- Achelis, S. B. (2001). *Technical Analysis from A to Z*. McGraw-Hill.
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- Achelis, S. B. (2001). *Technical Analysis from A to Z*. McGraw-Hill.
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