> In PriceVelocity.java you have yet another velocity measurement, namely the > difference between a fast and a slow EMA. > > Do you have an algorithm for the first derivative? > >
Price velocity *is* the first derivative of the price with respect to time, as approximated in PriceVelocity.java by the difference between a shorter and longer term 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.
