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Acceleration between times

Using a fints object for the Data argument of tsaccel is not recommended. Use a vector, matrix, timetable, or table instead for financial time series. For more information, see Convert Financial Time Series Objects fints to Timetables.



acceleration = tsaccel(Data) calculates the acceleration of a data series with time distance of n periods.

n periods.


acceleration = tsaccel(___,Name,Value) adds optional name-value pair arguments.


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Load the file SimulatedStock.mat, which provides a timetable (TMW) for financial data for TMW stock.

load SimulatedStock.mat
TMW.Volume = []; % remove VOLUME field
acceleration = tsaccel(TMW);  
title('Acceleration for TMW')

Figure contains an axes object. The axes object with title Acceleration for TMW contains 4 objects of type line. These objects represent OPEN, HIGH, LOW, CLOSE.

Input Arguments

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Data with high, low, open, close information, specified as a vector, matrix, table, or timetable. For vector input, Data is a column vector of high, low, open, and closing prices stored in the corresponding columns. For matrix input, Data is an M-by-N column-oriented matrix of high, low, open, and closing prices stored in the corresponding columns. Timetables and tables with M rows must contain variables named 'High', 'Low', 'Open', and 'Close' (case insensitive).

Data Types: double | table | timetable

Name-Value Arguments

Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and enclose Name in quotes.

Example: accelearation = tsaccel(TMW,'NumPeriods',10,'Datatype',1)

Period difference for acceleration, specified as the comma-separated pair consisting of 'NumPeriods' and a scalar positive integer.

Data Types: double

Indicates if Data contains the data itself or the momentum of the data, specified as the comma-separated pair consisting of 'Datatype' and a scalar integer with a value of:

  • 0Data contains the data itself.

  • 1Data contains the momentum of the data.

Data Types: double

Output Arguments

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Acceleration series, returned with the same number of rows (M) and columns (N) and the same type (vector, matrix, table, or timetable) as the input Data.

More About

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Acceleration is defined as the difference of two momentum series separated by n periods.

Acceleration is the difference of the current momentum with the momentum n periods ago. By default, acceleration is based on 12-period difference.


[1] Kaufman, P. J. The New Commodity Trading Systems and Methods. John Wiley and Sons, New York, 1987.

Version History

Introduced before R2006a

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