# trdbilson: Bilson Trend In FRAPO: Financial Risk Modelling and Portfolio Optimisation with R

## Description

Calculation of the Bilson Trend as a technical trading indicator.

## Usage

 1 trdbilson(y, exponent) 

## Arguments

 y Objects of classes: numeric, matrix, data.frame, ts, mts, and timeSeries are supported. exponent Numeric, the value for α in the equation below.

## Details

The Bilson trend is calculated according to the formula:

z = sign(y) \times |y|^{(1 - |y|^α)}

## Value

An object of the same class as y, containing the computed Bilson trend values.

## Methods

y = "data.frame"

The calculation is applied per column of the data.frame and only if all columns are numeric.

y = "matrix"

The calculation is applied per column of the matrix.

y = "mts"

The calculation is applied per column of the mts object. The attributes are preserved and an object of the same class is returned.

y = "numeric"

Calculation of the bilson trend.

y = "timeSeries"

The calculation is applied per column of the timeSeries object and an object of the same class is returned.

y = "ts"

Calculation of the bilson trend. The attributes are preserved and an object of the same class is returned.

y = "xts"

Calculation of the bilson trend. The attributes are preserved and an object of the same class is returned.

y = "zoo"

Calculation of the bilson trend. The attributes are preserved and an object of the same class is returned.

## Author(s)

Bernhard Pfaff

trdbinary, trdes, trdhp, trdsma, trdwma, capser

## Examples

 1 2 3 4 5 data(StockIndex) y <- StockIndex[, "SP500"] yret <- diff(log(y)) bilson <- trdbilson(yret, exponent = 2) head(bilson) 

### Example output

Loading required package: cccp