I think if you like it, and you get good results then it sounds like a good meditation posture for you. The only thing I can think of is that you might have a little less concentration. Generally lying meditation has the strongest concentration, followed by sitting, and then walking. I am not sure where your "rocking meditation"fits on the concentration spectrum
When this concentration is thus developed, thus well developed by you, then wherever you go, you will go in comfort. Wherever you stand, you will stand in comfort. Wherever you sit, you will sit in comfort. Wherever you lie down, you will lie down in comfort.