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Strategies & Market Trends : Technical Analysis- Indicators & Systems
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To: TT who wrote (1737)6/24/1997 8:29:00 AM
From: David Russell Coburn II   of 3325
 
TT,

Since a derivative is dp/dt or roughly ((price1 - price2)/(time between prices) it can be gotten by using the ref function with a time interval of your chosing. The function below is the derivative of a 50 day simple moving average based on a 15 day time frame.

((mov(c,50,s) - ref(mov(c,50,s),-15))/15)

Also the 15 in the denominator is for the purest and can be dropped. Try copying the above as an indicator, plot it along with a 50 day moving average. When the the moving average, at present, is greater than the moving average 15 days ago the value of the indicator will be positive. When less than it will be negative and when equal it will be zero.

Many use this very indicator, without the 15 in the denominator, to locate intermediate trends. It is very good.

To get the derivative of one of the functions you are talking about try replacing the "mov(c,50,s)" with the function of interest. I think you'll find that the derivatives will give you smoother trading signals if you run them on the moving averages of the function instead of the function itself. Also you'll probably get better results if you use trend locator type functions instead of oscillators as they will have alot of inflection points.

David
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