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An idea for a convexity criterion is the condition
Convex=y>2*Ref(y,-t)-Ref(y,-2*t);
for a given array y and a time segment t.
Try the example
// Convexity criterion
freq = 1;
y=sin( Cum( freq/10 ) );
t=5;
Convex=y>2*Ref(y,-t)-Ref(y,-2*t);
Plot(y,"",IIf(Convex,colorBrightGreen,colorRed),8);
in IB, if it is what you ask.
[The non-convex area (red)is the concavity condition, since the above
condition is boolean.]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "sidleysh" <steves@xxxx> wrote:
> DT - the problem with this is that it gives a 2 day acceleration
> picture - I am looking to find the accelaration over x days (which
is
> easy to see visually - you simply look for a rising convex
pattern).
>
> Any idea how to generalise this?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
<TSOKAKIS@xxxx>
> wrote:
> > The Velocity of Close should be
> > Vc=dC/dt
> > and the acceleration
> > g=dVc/dt
> > The minimum dt for daily data is 1 bar, ie
> > Vc=dC
> > g=dVc
> > In AFL
> > Vc=C-Ref(C,-1);
> > g=Vc-Ref(Vc,-1);
> > Plot(g,"g",1,1);
> >
> > Dimitris Tsokakis
> > --- In amibroker@xxxxxxxxxxxxxxx, "sidleysh" <steves@xxxx> wrote:
> > > I am trying to find a way to find out whether, and how much, a
> > chart
> > > has accelerted over the previous period. This is not ROC, but
> more
> > > true 'rate of change' in a differential calculus sense.
> > >
> > > IN other words - if diff between close today snd close
yesterday
> >
> > > close yesterday and the day before, then the close prices are
> > > ACCELERATING up over the last 3 days.
> > >
> > > Can anyone think up a general way to code this?
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