roll_range: Rolling Range
In QuantTools: Enhanced Quantitative Trading Modelling
Description
Usage
Arguments
Value
See Also
Description
Rolling range is minimum and maximum values over n past values. Can be used to identify price range.
Usage
1
2
3
4
5
6
7
roll_range(x, n)
roll_quantile(x, n, p)
roll_min(x, n)
roll_max(x, n)
Arguments
x
numeric vectors
n
window size
p
probability value [0, 1]
Value
roll_range returns data.table with columns min, max
others return numeric vector
See Also
Other technical indicators: bbands,
crossover, ema,
roll_lm, roll_percent_rank,
roll_sd, roll_volume_profile,
rsi, sma,
stochastic
QuantTools documentation built on Oct. 23, 2020, 7:54 p.m.
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Description Usage Arguments Value See Also
Description
Rolling range is minimum and maximum values over n past values. Can be used to identify price range.
Usage
1 2 3 4 5 6 7 | roll_range(x, n)
roll_quantile(x, n, p)
roll_min(x, n)
roll_max(x, n)
|
Arguments
x |
numeric vectors |
n |
window size |
p |
probability value |
Value
roll_range returns data.table with columns min, max
others return numeric vector
See Also
Other technical indicators: bbands,
crossover, ema,
roll_lm, roll_percent_rank,
roll_sd, roll_volume_profile,
rsi, sma,
stochastic
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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