Struct ROC

pub struct ROC { /* private fields */ }

A Rate of Change (ROC) indicator.

Implementations

impl ROC

pub const DEFAULT_PERIOD: usize = 12usize

The default period for ROC calculation.

pub const SIGNAL_THRESHOLD: f64 = 2f64

The threshold used to generate trading signals.

pub fn new(period: usize) -> Self

Creates a new ROC indicator with the given period.

Arguments

• period - The number of periods over which to calculate the ROC.

Example

use indexes_rs::v1::roc::main::ROC;

let roc = ROC::new(12);

pub fn calculate(&mut self, price: f64) -> Option<ROCResult>

Calculates the current ROC value based on the latest price.

This method updates the sliding window of prices and computes:

• The ROC value (percentage change between the current price and the price from period periods ago).
• A normalized momentum value.
• The acceleration (difference between the current and previous ROC).
• A trading signal based on the ROC.

Arguments

• price - The latest price.

Returns

• Some(ROCResult) if there is enough data; otherwise, None.