Where are you located? What sort of weather conditions are you having?
Have you sprayed?
With what?

I see rose slug damage, but I realize that's not what you're asking about.

Jeri

That chevron pattern is kinda normal in Aug/Sept on old foliage, its nothing to be concerned about. When the heat (mid 90's!) passes and we get some rain, your roses will put out lots of new growth for a fall flush of bloom. Until then, keep deep watering. Thank goodness it rained a lot in spring and we're not on watering restrictions. I'm watering mine twice weekly. Real heat damage is wilted, drooped, blackened.

The chevron is probably a fungus infection, possibly Cercospora, or at least it occurs on roses that are susceptible to Cercospora. This disease spreads from roundish, reddish-brown spots, and it takes weeks or months to kill the leaf, so as Cecily says, it's not an emergency. It can, however, be controlled with fungicides. The chevron forms when the fungus (or something else) kills the midrib of the leaflet. As Jeri said, you also have heavy rose-slug damage.

Please consider adding your location to your username, so people don't have to ask every time they answer a question.

Thank you for all the information. Also thank you for the suggestion of adding the zone to my username for it to post automatically. I had not realized I could do that - it is now done!

There's an interesting inverse correlation-- generally the less blackspot, the more chevron spots a rose gets. I noticed today a couple of roses that I have not been spraying (Irish Hope and Carefree Sunshine) have developed some ugly chevrons and yellowing leaves. I think these may have developed from mild Cercospora spotting that originated maybe in May or June.