Finding the min and the max value in a moving window will be computationally expensive, as it will essentially require 2*N operations on every sample. A more practical solution is to compute the acceleration (i.e., the second derivative of the Tension). The peak is where acceleration is near 0. The calculation would be an O(1) operation, as the only thing that would be involved is differencing the EMAs.
-- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
