Re: [Numpy-discussion] How to get the prices of Moving Averages Crosses?

2011-03-01 Thread Andre Lopes
Hi, Thanks for the reply. I think my problem will be to get some knowledge on some math subjects. What kind of subjects in math I need to get knowledge to be able to work in this field(indicators for financial products)? Best Regards, On Tue, Mar 1, 2011 at 7:17 PM, Christopher Barker wrote

Re: [Numpy-discussion] How to get the prices of Moving Averages Crosses?

2011-03-01 Thread Christopher Barker
On 3/1/11 10:55 AM, Andre Lopes wrote: > I'm not okay with linear interpolation. Well, odds are that the crossing point won't be exactly at a data point, so you need to do SOME kind of interpolation. You could use a higher order interpolation (cubic spline, etc): see the interpolation routines

Re: [Numpy-discussion] How to get the prices of Moving Averages Crosses?

2011-03-01 Thread Andre Lopes
Hi Joe, Thanks for the reply. I'm not okay with linear interpolation. Can you suggest me some books around this subject. I will mainly try to build some indicator for the stock market. If you can give me a clue I would be appreciated. Best Regards, On Tue, Mar 1, 2011 at 5:23 PM, Joe Kington

Re: [Numpy-discussion] How to get the prices of Moving Averages Crosses?

2011-03-01 Thread Joe Kington
Hi Andre, Assuming that you want the exact point (date and value) where each crossing occurs, you'll need to interpolate where they cross. There are a number of different ways to do so, but assuming you're okay with linear interpolation, and everything's sampled on the same dates, you can simply

Re: [Numpy-discussion] How to get the prices of Moving Averages Crosses?

2011-03-01 Thread Keith Goodman
On Tue, Mar 1, 2011 at 8:07 AM, Andre Lopes wrote: > Hi, > > I'm new to Numpy. I'm doing some tests with some Stock Market Quotes > > My struggle right now is "how to get the values of the moving averages > crosses", I send an image in attach to illustrate what I'm trying to > get. > > I'm using t

[Numpy-discussion] How to get the prices of Moving Averages Crosses?

2011-03-01 Thread Andre Lopes
Hi, I'm new to Numpy. I'm doing some tests with some Stock Market Quotes My struggle right now is "how to get the values of the moving averages crosses", I send an image in attach to illustrate what I'm trying to get. I'm using the this computation to get when the moving averages crosses, but wh