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slope of any function f is df/dt based on calcus. so
can be approx to f(t+h) - f(t-h) / 2h as h approaches 0.
try google numerical analysis on
differentiation..
watch out its always looks into the
future......
Hi,
My thinking is that it would be very hard to
*accurately* do what you are
trying to do. It's been a while since my
college math days, but I will go
out on a limb and tell you what I *think* -
if anyone knows I am saying
something wrong, please
correct.
You are looking for the slope of the line tangent to the
fast MA at the
point where the fast MA crosses the slow MA. First of all, I
think it might
be hard to identify the precise x-value of this point, since
the exact point
of cross is probably somewhere between 2 data bars. Maybe
the bar following
the point of cross would be close enough, or maybe you
would need to use
some formula to estimate the exact value based on the MA
values at the bars
before and after the cross - I'm not sure how much
accuracy is required.
Anyway, assuming you got this far, you would still
need to find the tangent
of that point. Since the typical MA line probably
doesn't meet the
mathematical definition of a "standard" shape ( circle,
ellipse, whatever ),
there is probably no "canned" formula, and I am
guessing that you would need
to use calculus to approximate this - i.e.,
pick a second point on the MA
line and slide it towards the first point,
repeatedly calculating the slope
of the secant as it approaches the
tangent.
Good luck with that! 8 - )
Like I said, this is
just off the top of my head, and maybe there is a
better way - just thought
I would let you know what I was thinking.
Steve
PS - Where is
Dimitris when you need him??!! 8 -
)
----- Original Message -----
From: "cstdc5588"
<cstdc5588@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent:
Monday, August 08, 2005 3:26 AM
Subject: [amibroker] Re: to calculate the
value of the point 'P'
> Hi Graham,
>
> Thank you for
your reply.
>
> I have searched all about slope posts, but I can't
find any
> answers. That's because I have a special formula.
It isn't
> a general formula which used to calculate slope. I need
to
> calculate the value of a specific point on the MA, not the
actual
> close price of the stock at the corresponding time (i.e.,
close
> price per bar).
>
> I also searched AFL library, but I
haven't find any related
> contents which involve how to calculate the
value of a specific
> point on the MA.
>
> Any help is
appreciated.
>
> Robert.
>
>
> --- In
amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>> a
search on slope would give you the answers, but in a anutshell
>> slope
= (Y2-Y1)/(X2-X1);
>> just substitute the values for the X's and
Y's
>>
>>
>> On 8/7/05, cstdc5588
<cstdc5588@xxxx> wrote:
>> > Hi All,
>>
>
>> > I want to calculate the slope of the tangent line at the
crossing
>> > point of 2 moving averages. Suppose there are 2
MAs, 10wma and
> 20
>> > wma. K10wma = the slope of the
line tangent to the 10wma at the
>> > crossing point.
>>
>
>> > K10wma = (A1P1-A2P2-A3P3+A4P4)*n, where a is a
constant,
>> > P4 = the
value of 10 wma at the crossing point,
>>
> P3 = the value at the point just
before the crossing
> point,
>>
> P2 = the value at the point
before P3,
>> > P1 = the
value at the point before P2,
>>
> and n = the coefficient of the
prices at the y-axis.
>> >
>> > I need to stress that
`P' is the value of a specific point on
>> > the wma, not the actual
close price of the stock at the
>> > corresponding time.
>>
>
>> > My question is: if I use a 5-minute real-time chart,
then how
> can I
>> > use AFL to calculate the value of
P?
>> >
>> > Any help is appreciated.
>>
>
>> > Robert
>> >
>> >
>>
>
>> >
>> >
>> >
>> > Please
note that this group is for discussion between users only.
>>
>
>> > To get support from AmiBroker please send an e-mail
directly to
>> > SUPPORT {at} amibroker.com
>>
>
>> > For other support material please check also:
>>
> http://www.amibroker.com/support.html
>>
>
>> >
>> > Yahoo! Groups Links
>>
>
>> >
>> >
>> >
>>
>
>> >
>> >
>>
>>
>> --
>> Cheers
>> Graham
>> AB-Write ><
Professional AFL Writing Service
>> Yes, I write AFL code to your
requirements
>> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
>
>
>
>
>
Please note that this group is for discussion between users
only.
>
> To get support from AmiBroker please send an e-mail
directly to
> SUPPORT {at} amibroker.com
>
> For other support
material please check also:
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>
>
>
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>
>
>
>
>
>
>
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