Volume Rate of Change (VROC)


Namespace: OpenQuant.API.Indicators
Assembly: OpenQuant.API (in OpenQuant.API.dll)

Syntax

Visual Basic (Declaration)
Public Class VROC
    Inherits Indicator
C#
public class VROC : Indicator
C++
ref class VROC : Indicator
J#
public class VROC extends Indicator
JScript
public class VROC extends Indicator

Remarks

The Volume Rate-of-Change ("VROC") is calculated identically to the Price ROC , except it displays the ROC of the security's volume, rather than of its closing price.

Almost every significant chart formation (e.g., tops, bottoms, breakouts, etc) is accompanied by a sharp increase in volume. The Volume ROC shows the speed at which volume is changing.
Additional information on the interpretation of volume trends can be found in the discussions on the Volume Oscillator .

This indicator is described in more details in the Steve Achelis' book "Technical Analysis from A to Z".

Formula:

Inheritance Hierarchy

System.Object
   OpenQuant.API.Indicator
      OpenQuant.API.Indicators.VROC

Thread Safety

Public static (Shared in Visual Basic)staticShared members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

See Also