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Miha Kralj
2026-03-13 13:47:10 -07:00
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lib/volume/vroc/Vroc.md
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| **PineScript** | [vroc.pine](vroc.pine) |
- 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).
- **Similar:** [VO](../vo/Vo.md), [PVO](../pvo/Pvo.md) | **Complementary:** Price ROC | **Trading note:** Volume Rate of Change; percentage change in volume. Spikes indicate potential breakouts.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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.
@@ -145,4 +143,4 @@ 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.