streak_var | R Documentation |
Counts the number of days the open price has moved consecutively Negative and positive streaks are represented by their sign; only works with various types of returns or mutated vector created by diff()
streak_var(df, var)
df |
Dataframe with price data. |
var |
String of column name you wish to see streak in |
Returns a 1 x # of columns in df dataframe
streak_var(tail(SPYdaily,200), "tot_ret")
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