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Miha Kralj
2026-02-27 07:48:12 -08:00
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# VROC: Volume Rate of Change
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Volume |
| **Inputs** | OHLCV bar (TBar) |
| **Parameters** | `period` (default 12), `usePercent` (default true) |
| **Outputs** | Single series (Vroc) |
| **Output range** | Unbounded |
| **Warmup** | `> period + 1` bars |
### TL;DR
- VROC (Volume Rate of Change) measures the percentage or absolute change in volume over a specified lookback period.
- Parameterized by `period` (default 12), `usepercent` (default true).
- Output range: Unbounded.
- Requires `> period + 1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Yesterday's volume is ancient history; what matters is how fast it's changing."
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.
@@ -129,4 +146,4 @@ Per instance: `8 bytes × (period + 1)` for the ring buffer plus ~32 bytes for s
- Appel, G., & Hitschler, F. (1979). *Stock Market Trading Systems*. Dow Jones-Irwin.
- Murphy, J. J. (1999). *Technical Analysis of the Financial Markets*. New York Institute of Finance.
- Achelis, S. B. (2001). *Technical Analysis from A to Z*. McGraw-Hill.
- Achelis, S. B. (2001). *Technical Analysis from A to Z*. McGraw-Hill.