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I may have misunderstood your question but if your
after "acceleration" and acceleration is change in velocity per time
period, why not use nested ROC statements. ie:
Vel = ROC( Close, 12);
Acc = ROC( Vel, 12);
this gives a very "choppy" result and may need smoothing etc. I
played with it some time ago with limited success.
Andrew
--- In amibroker@xxxxxxxxxxxxxxx, "sidleysh" <steves@xxxx> wrote:
> Jayson - I am not sure this will give me the answer to the
> question 'has the increment in this chart over the past x days
been
> increasing on a DAILY basis' (i.e. has it been accelerating.
Dmitiri
> seems to have provided an interesting approach, though.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > How about looking at the LinRegSlope of your ROC?
> >
> > Regards,
> > Jayson
> > -----Original Message-----
> > From: sidleysh [mailto:steves@x...]
> > Sent: Thursday, September 25, 2003 4:13 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] rate of change/acceleration
> >
> >
> > 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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