Description Usage Arguments Details Value Methods Author(s) See Also Examples

Calculation of the Binary Trend as a technical trading indicator.

1 | ```
trdbinary(y)
``` |

`y` |
Objects of classes: numeric, matrix, data.frame, ts, mts, and timeSeries are supported. |

The Binary trend is calculated according to the formula:

*
z = sign(y) \times \min(|4 / π \arctan(y)|, 1)
*

An object of the same class as `y`

, containing the computed
Binary trend values.

- 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 binary 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 binary trend. The attributes are preserved and an object of the same class is returned.

- y = "xts"
Calculation of the binary trend. The attributes are preserved and an object of the same class is returned.

- y = "zoo"
Calculation of the binary trend. The attributes are preserved and an object of the same class is returned.

Bernhard Pfaff

`trdbilson`

, `trdes`

,
`trdhp`

, `trdsma`

,
`trdwma`

, `capser`

1 2 3 4 5 | ```
data(StockIndex)
y <- StockIndex[, "SP500"]
yret <- diff(log(y))
binary <- trdbinary(yret)
head(binary)
``` |

```
Loading required package: cccp
Loading required package: Rglpk
Loading required package: slam
Using the GLPK callable library version 4.52
Loading required package: timeSeries
Loading required package: timeDate
Financial Risk Modelling and Portfolio Optimisation with R (version 0.4-1)
[1] 0.02477189 -0.02460780 0.01497858 -0.05712579 0.12829276 -0.01965560
```

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