VROC
How much this bar's volume changed against the bar period bars back: 0 unchanged, 1 doubled, -1 gone to zero.
VROC (volume rate of change) compares the current bar's volume with the volume of the bar period bars earlier, and reports the change as a fraction of that earlier volume. Only those two bars count, with nothing averaged in between, so the line reacts fast and noisy. Zero means volume is unchanged, 0.5 means it rose by half, and -1 means it fell to nothing.
How to read it
- The line sits in its own pane below the price, not on the candles.
- Above zero, volume is higher than it was period bars back; below zero, lower.
- Readings of 1 or more mean volume at least doubled against that base bar, the sign of a burst of trading.
- A reading of -1 means the bar printed no volume at all; the sample shows it on at least 5 percent of bars.
What it outputs
- VROC
- Volume change against the bar period bars back, as a ratio: 0 unchanged, 1 doubled, -1 gone to zero.
Settings
- period
- Sets how far back the base volume sits. Short periods compare with a few bars earlier, so the line jumps on each burst. Long periods compare with a bar far back, so it tracks slower shifts in activity. Only one base bar counts at any length.
Pitfalls
- Only two bars feed each reading: the current bar and the one period back. Nothing is averaged, so one odd bar at either end sets the value.
- Zero volume breaks it both ways: zero volume now reads exactly -1, and zero volume in the base bar leaves a gap. On SPY one-minute bars for September 2026, about 9 percent of bars were blank.
- Readings are ratios, not percentages, and spike hard: the largest on that sample was about 1445 and the 95th percentile about 10.8, so one burst can dwarf the rest of the line.