Please forgive me - I'm old now and remember basically nothing from college calc classes...
I am trying to determine rate of change and derivatives of a given set of price values over time.
Think of this as a stock chart - time on horizontal and price on vertical. Price points change over time. I would like to see what the rate of change over time and then the velocity of change from one point to the next or a set of points in past to the next point.
I want to specifically see when a rate of change increases, by how much, then how fast its increasing from point to point in time as a measure to determine when the velocity begins to slow as an indicator of a hesitation in price or a directional price pivot point from an upward movement to a down movement.
What am I forgetting?
Slope is dY/dX so I know the x,y of 2 points and can figure that... I can record the slope changes over time. What I don't know how to do is to get the rates and derivatives in a function to add in Risk as a variable which is a function on past known inflection points/apexes over time at given rates of change and price levels.
basically I want to watch a stock, record its intraday and interday movemets. Plot the price changes day to day and intraday or whatever time aggregation I see fit.. then determine at any point in the day the rate of change as a % increase or decrease and velocity as a usable number to identify how fast the rate is changing up or down. I then want to compare this to a risk tolerance ratio of some sort based on historical data... knowing all the previous ups and downs and their rates, develop a function that closely matches the risk of a turn around at a given percent change +/-% with given velocity of change and total change from point a to be at any given period of time based on the same from history...
Am I being clear enough to explain what I am looking for? Any ideas?
I am trying to determine rate of change and derivatives of a given set of price values over time.
Think of this as a stock chart - time on horizontal and price on vertical. Price points change over time. I would like to see what the rate of change over time and then the velocity of change from one point to the next or a set of points in past to the next point.
I want to specifically see when a rate of change increases, by how much, then how fast its increasing from point to point in time as a measure to determine when the velocity begins to slow as an indicator of a hesitation in price or a directional price pivot point from an upward movement to a down movement.
What am I forgetting?
Slope is dY/dX so I know the x,y of 2 points and can figure that... I can record the slope changes over time. What I don't know how to do is to get the rates and derivatives in a function to add in Risk as a variable which is a function on past known inflection points/apexes over time at given rates of change and price levels.
basically I want to watch a stock, record its intraday and interday movemets. Plot the price changes day to day and intraday or whatever time aggregation I see fit.. then determine at any point in the day the rate of change as a % increase or decrease and velocity as a usable number to identify how fast the rate is changing up or down. I then want to compare this to a risk tolerance ratio of some sort based on historical data... knowing all the previous ups and downs and their rates, develop a function that closely matches the risk of a turn around at a given percent change +/-% with given velocity of change and total change from point a to be at any given period of time based on the same from history...
Am I being clear enough to explain what I am looking for? Any ideas?