roc — ROC

Category: Momentum · Standard

Reading the response

Use POST /api/indicators?explain=true to include interpretation notes at indicators[responseKey].explain. Read numeric results from columns and data in the same object.

This is a momentum indicator.

Parameters

Parameter	Type	Default
length	int	9

Output columns

Column
roc

Native features

Set top-level signals: true and read indicators[responseKey].signals. By default features are evaluated on closed bars: true is a positive result, false a valid negative result, and null unknown. These are not trade instructions.

This indicator supports include_forming: true: treat the current final OHLCV sample as complete under the same native rules, returning one set of values, features and objects. The signal table appends bar_status: closed for closed bars, forming for a trial with confirmed_at_ms=null. A trial may disappear on later updates or at close. For BYO, still set last_bar_closed: false. Close requirements below describe the default mode; trials only admit the final sample without shortening structural windows or model confirmation requirements. See forming trials.

History lengths are minimum evaluation requirements, not convergence guarantees. Comparisons use unrounded values and the exact boundaries below. Do not turn null into false on gaps, invalid dependencies or forming bars in the default mode.

Feature column	Kind	Rule	Meaning	History / validity
roc.cross_up	event	Previous roc <= 0; current roc > 0.	Lookback return changes sign relative to its reference price.	length + 2 contiguous bars and valid dependencies on both bars.
roc.cross_down	event	Previous roc >= 0; current roc < 0.	Lookback return changes sign relative to its reference price.	length + 2 contiguous bars and valid dependencies on both bars.

See feature requests for the format and examples. /api/chart also accepts signals: true, marking confirmed events by default. With include_forming, trial events also produce markers tagged bar_status=forming; states are not drawn on every bar. See feature charts.

Example call

curl -X POST -H "Authorization: Bearer mq_xxx" \
  -H "Content-Type: application/json" \
  -d '{
    "exchange": "binance",
    "market":   "perp",
    "symbol":   "BTCUSDT",
    "interval": "5m",
    "limit":    100,
    "signals":  true,
    "calc":     [{"name": "roc", "params": {"length": 9}}]
  }' \
  https://api.mobiusquant.ai/api/indicators

Full interpretation guide

Field meanings, interpretation rules and usage notes are documented in Chinese at:

roc (中文详情)

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