ultimateOscillator: The Ultimate Oscillator

Description Usage Arguments Details Author(s) References Examples

View source: R/ultimateOscillator.R

Description

The Ultimate Oscillator is a momentum oscillator designed to capture momentum across three different time frames.

Usage

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ultimateOscillator(HLC, n = c(7, 14, 28), wts = c(4, 2, 1))

Arguments

HLC

Object that is coercible to xts or matrix and contains High-Low-Close prices.

n

A vector of the number of periods to use for each average calculation.

wts

The weights applied to each average.

Details

Created by Larry Williams in 1976.

Author(s)

Ivan Popivanov

References

The following site(s) were used to code/document this indicator:
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator

Examples

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data(ttrc)
ult.osc <- ultimateOscillator(ttrc[,c("High","Low","Close")])

TTR documentation built on Sept. 21, 2018, 6:31 p.m.