[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: curve slope



PureBytes Links

Trading Reference Links

In a message dated 1/15/01 8:50:00 PM Pacific Standard Time, 
pooltreatments@xxxxxxxxxxxx writes:

<< Does anyone know how to calculate the slope of a curve easily. I want to 
 derive a number for the "steepness" of a moving average line in real 
 time. This number would be used in a system I am developing.
 
 Regards
 Mike >>

Mike,

Just the difference between adjacent values of the moving average is what I 
use as a good approximation to the "slope" of a curve.  If MA is the moving 
average your are dealing with then:

MAslope = MA - MA[1];

This is just a ROC (rate of change) function with the length parameter set to 
1.

Lee Scharpen