Indicators & Oscillators
3 terms
Rate of Change
Indicators & Oscillators
%
The percentage change in price over a fixed number of periods.
ROC = (Current Close - Close n periods ago) / Close n periods ago x 100
Relative Strength
Indicators & Oscillators
%
The performance of one security measured against another security or an index over the same period.
Relative Strength = Security Price / Benchmark Price, tracked over time; or Security Return - Benchmark Return
Relative Strength Index
Indicators & Oscillators
ratio (x, times)
An oscillator bounded between 0 and 100 that compares the average size of recent gains with the average size of recent losses.
RSI = 100 - 100 / (1 + RS), where RS = Average Gain over n periods / Average Loss over n periods