ROC 是動能指標的優化版本——它是圍繞零軸波動的曲線。
交易信號
ROC 的交易信號與動能指標交易信號一致。
橫盤市場
首先，你需要根據自己對以往橫盤價格走勢的觀察，設置超買和超賣標準。通常，該標準需要囊括2/3ROC的最高點和最低點。
• 當ROC向下穿過超賣區回調之後，做多。
• ROC向上穿過超買區後回調，做空。
• 出現看跌背離後做空——前期ROC高點位於超買區之上。
示例1
聯邦快遞股票以及 10 日 ROC 指標 21 日EMA。
1. [S] 處做空——價格從超買區域回調。在前期高點附近設置止損。
2. [L] 處做多——價格從超賣區回調。在前期低點附近設置止損。
3. [S] 處做空。
4. [L] 處做多。經證實，該信號為錯誤信號。價格跌破前期低點，做多訂單止損。
5. [L] 處做多——ROC從超賣區域上升。
6. [S] 處做空。
所有單子都應設置止損。
趨勢市場
首先，利用趨勢過濾器來確認趨勢方向。在上升趨勢中，ROC趨向於在零軸上方，下降趨勢中，ROC則傾向於在零軸下方。只有當交易信號與趨勢一致才可靠。
• 在上升趨勢中，如果ROC從零軸下方上升，則做多。
• 在下降趨勢中，如果ROC從零軸上方下降，則做空。
利用止損買入/賣出來確認進出場時機。利用趨勢過濾器，當趨勢線出現背離時平倉獲利。趨勢線有時根據ROC得出。ROC趨勢線的改變通常早於價格圖表趨勢線。
示例 2
通用汽車股價走勢以及 10 日ROC 、 21 日EMA。
1. ROC 從零軸之下上升，在上升趨勢中給出了一個很好的入場信號。[L] 處做多。
2. [P] 處出現看跌背離，平倉獲利。
3. 三重看跌背離出現——[P] 處進一步平倉獲利。[X] 處當價格收於MA下方平倉。
4. [L] 處當ROC從零軸下方上升，收盤價位於MA上方並且高於信號日——做多。
5. [P] 處看跌背離，部分平倉。[X] 處價格收於MA下方，全部平倉。
公式
ROC的計算公式如下:
(今日收盤價 – n日前的收盤價) / n日前的收盤價* 100 %
這可以讓指標圍繞0軸週圍波動。
示例
Rate of Change (Price)
ROC is a refinement of Momentum - readings fluctuate as percentages around the zero line.
The indicator is designed for use in ranging markets - to detect trend weakness and likely reversal points. However, when combined with a trend indicator, it can be used in trending markets.
Trading Signals
ROC trading signals are identical to Momentum signals.
Ranging Markets
First, you will need to set overbought and oversold levels based on your observation of past ranging markets. The levels should cut across at least two-thirds of the peaks and troughs.
• Go long when ROC crosses to below the oversold level and then rises back above it.
• Go long on bullish divergences - where the first trough is below the oversold level.
• Go short when ROC crosses to above the overbought level and then falls back below it.
• Go short on a bearish divergence - with the first peak above the overbought level.
EXAMPLE 1
FedEx is plotted with 10 day ROC indicator and 21 day exponential moving average.
1. Go short [S] when ROC turns down above the overbought level. Place a stop-loss above the recent High.
2. Go long [L] when ROC turns up from below the oversold level. Place a stop below the latest Low.
3. Go short [S].
4. Go long [L]. This proves a false signal as price falls below the recent Low - stopping out the position.
5. Go long [L] when ROC again turns up from below the oversold level.
6. Go short [S].
Use stop-losses on all trades.
Trending Markets
First, identify the trend direction using a trend indicator. ROC tends to stay above zero during an up-trend and below zero during a down-trend.
Only take signals in the direction of the trend.
• In an up-trend, go long if ROC turns upwards when below zero.
• In a down-trend, go short if ROC turns downward when above zero.
Use trailing buy and sell stops to time your entry and exit. Take profits on divergences and trend line breaks. Exit using a trend indicator.
Trend lines are sometimes drawn on ROC. A break in the trend line often occurs in advance of a similar break on the price chart.
EXAMPLE 2
General Motors with 10 day ROC and 21 day exponential moving average.
1. ROC turns up from below zero, providing an excellent first entry point in the trend. Go long [L].
2. Take profits [P] on a bearish divergence.
3. A triple divergence occurs - take more profits [P].
Exit [X] when price closes below the MA.
4. Go long [L] when ROC turns up below zero. Enter when price crosses above the MA and above the High of the signal day.
5. Take profits [P] on a bearish divergence.
Exit [X] when price closes below the MA.
Formula
Rate of Change is calculated as:
(Closing Price [today] - Closing Price [n days ago]) / Closing Price [n days ago] * 100 %
This causes the indicator to fluctuate as a percentage around the zero line.
文章翻譯由兄弟財經提供
文章來源：http://www.incrediblecharts.com/indicators/rate_of_change_price.php