[zdo]

Without the inclusion of mass (M) in the formula ( because best I can tell the instruments traded have no mass ) - what are the best measures of instantaneous acceleration of price (or derived trading information) ?

( and I swear, Tams, if you ask for a picture, I will blow you up with a smilie )

Thanks.

[Tams]

Originally Posted by zdo »

without the inclusion of mass (m) in the formula ( because best i can tell the instruments traded have no mass ) - what are the best measures of instantaneous acceleration of price (or derived trading information) ?

( and i swear, tams, if you ask for a picture, i will blow you up with a smilie )

thanks.

.......... .......... Lol

[Tams]

maybe I can offer you one of my pictures?

[BlowFish]

velocity is change in price/change in time
acceleration is change in velocity/change in time

I guess tick to tick measurements would yield closest to instantaneous. You might mess with volume as a measure of mass perhaps? I don't think you need mass unless you are looking at energy or force?

[zdo]

Thanks Tams. Going to explain at all?

Basically the question is, anyone got something beyond
a = (v - v(0) ) / t
?

Closely related questions - alternatives to scalar and vector velocity, etc for 'bar' charts?

[Tams]

some thoughts to explore:

if you get a MA3 to minus a MA5... you will get some reaction.

if you get a XMA5 to minus a MA5... you will get some reaction too...

[BlowFish]

Why do you want something beyond a =v - v(-1) / delta t? That is the acceleration. As delta t approaches zero average acceleration approaches instantaneous acceleration. As you are using discrete intervals (ticks) that's as good as it can ever get the acceleration tick to tick.

Not sure what software you are using and whether it has the necessary time resolution?

Oh and the difference between v and v (scalar and vector representations) also tend to disappear as the distance approaches zero.

Maybe I am missing something?

[maxima]

the problem is that pulling similar threads from the big clue doesnt really help to make it neat

because markets are not analogue. between trades there are no time no space no nothing as some would say

acceleration on discretional process then will be bunch of differential equations with d2x/dt which has no precise solution..

you are 10000000000000001st who tries to apply elementary school knowledge on markets...

good luck

p.s. ask Urma - he is an old far... erm ... quant here..

p.p.s. every time I log in to this forum I remember urma. and almost always I remember next to it - the character from Little Britain - Daffyd - the only gay in the village. then I have very happy few minutes laughing... "only" is the keyword.. thank you old clown.