<font color="blue">The Need for Speed Cont'd:
To:Teresa Lo who wrote (11258)
From: ihearyou Saturday, Feb 3, 2001 9:43 PM
Respond to of 11331
Teresa,
Mathematically, speed is the integral of distance, and acceleration is the integral of speed. Another way to say that is speed is the slope of the increase or decrease in price over a specified time, and acceleration is the slope of the increase in speed over a specified time.
By sampling some early price changes, you can get an idea of speed, and then acceleration. Now the fun part is deciding how to sample the prices, but I would imagine using some small interval, like 5 seconds, and then creating a running average of speed and acceleration should work.
Hope this helps. |
