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YEs - you could you nested ROCs as you suggest (after smoothing), but
Dmitri has come up with a neat approach - see his posts on
Concave/Convex
--- In amibroker@xxxxxxxxxxxxxxx, "Andrew" <a.perrin@xxxx> wrote:
> 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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