Impulse - page 5

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Karputov Vladimir:

...... Well, and momentum would be the derivative of acceleration. Isn't that right?

No, it's not.

But the derivative of acceleration, i.e. the third derivative, also has its own name -- it's called "jerk".

 
Alexey Viktorov:

What's there to define?

An impulse. by definition, in my view, is a relatively abrupt change over a SOMETHING.

Accordingly, in my view, an impulse can be thought of as any change in price over a period of time. But that time cannot be counted in minutes. I inexperiencedly made a price change in 15 seconds. Nothing good came out of it. I cannot get to the next idea. The idea is as simple as three kopecks. To calculate the time by which the price changes in N ticks... I.e. both the time between ticks and the amount of points per tick are not constant, and therefore an impulse may be called a price change together with the time change by the same amount of ticks.

I hope I made myself clear enough... Although I'm not very drunk...

Did the most elementary impulse catching - exceeding a certain value over the last 10 ticks. Funny how it all worked )) But not quite as expected. I need something more advanced.
 
Олег avtomat:

TSB

impulse (from Latin impulsus: impact-push )

Electrical impulse
A brief change in electrical voltage or current. Brief refers to a period of time comparable to the duration of transients in electrical circuits (see Transients).




An impulse is mass-dependent. Therefore, if the impulse is caused by a large-volume body (in our case, a large volume of orders), respectively, it is unlikely to stop immediately, and especially to change its direction. In general, the volume is needed!!!
 
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No, it isn't.

But the derivative of acceleration, i.e. the third derivative, also has its own name - it's called "jerk".

So what - a jerk - that works too!!!
 
Daniil Stolnikov:
Impulse depends on mass. Therefore, if an impulse is caused by a large-volume body (in our case, a large volume of orders), it can hardly stop or change direction immediately. So, the volume is needed!!!

In physics, the term 'momentum' has historically been used for the product of the velocity of a body by its mass: p=m*v

In electrical engineering, communication engineering, automation engineering, radio engineering, video engineering, etc., the term 'impulse' has a different meaning.

 
Daniil Stolnikov:
So what - a jerk also works!!!
My point is that "impulse" and "jerk" are not the same thing at all.
 
Олег avtomat:

In physics, the term 'momentum' has historically been used for the product of the velocity of a body by its mass: p=m*v

In electrical engineering, communications, automation, radio engineering, video engineering, etc., the term 'momentum' has a different meaning.

I think the physical meaning suits us better, or the mechanical one - we have motion...
 
Олег avtomat:
My point is that 'momentum' and 'jerk' are not the same thing.
You have to figure out what's right for you
 
Daniil Stolnikov:
We need to figure out what works best
The main thing here is what we can identify: the change in the rate of quote arrival and the increasing price increment on each tick.
 
Daniil Stolnikov:
I think the physical sense suits us better, or the mechanical sense - we have motion...

Exactly the opposite... It's not physical, but informational.

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