indicators: Trading indicators

In fts: R Interface to 'tslib' (a Time Series Library in C++)

Description

Various binary indicators for fts objects

Usage

above.ma(x,n)
below.ma(x,n)
wday(x)
mday(x)
## S3 method for class 'fts'
diff(x,k,...)
up(x)
down(x)
ema(x,periods)
gap.continue(x)
gap.direction(x)
gap.down(x)
gap.down.continue(x)
gap.down.reverse(x)
gap.reverse(x)
gap.up(x)
gap.up.continue(x)
gap.up.reverse(x)
higher.high(x)
higher.low(x)
hl.oc.ratio(x)
inside.day(x)
inside.day.direction(x)
inside.day.down(x)
inside.day.up(x)
lower.high(x)
lower.low(x)
ma.crossover(x,n)
ma.crossover.down(x,n)
ma.crossover.up(x,n)
ma.d(x,n)
ma.distance(x,periods)
month(x)
year(x)
monthly.sum(x)
new.high(x,n)
new.low(x,n)
outside.day(x)
outside.day.direction(x)
outside.day.down(x)
outside.day.up(x)
pct.chg(x)
repeated(x,times)
rsi(x,periods)
rsi.crossover(x,periods,thresh)
rsi.crossover.down(x,periods,thresh)
rsi.crossover.up(x,periods,thresh)
template.fts(index, cnames)
trend.day(x,thresh)
trend.day.down(x,thresh)
trend.day.up(x,thresh)

Arguments

x	An Fts object
periods	number of periods
n	number of periods
k	number of lags
times	how many times
thresh	threshold level
index	index to use to construct fts object
cnames	colnames to use to construct fts object
...	further arguments to function

Details

removed elements are replaced with NA

Value

an fts object

Author(s)

Whit Armstrong

Examples

x <- fts(index=seq(from=Sys.Date(),by="months",length.out=5),rnorm(5))
print(x)
lag(x,1)
lead(x,1)

Example output

Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

    as.Date, as.Date.numeric

                 [,1]
2021-03-11 -0.5185889
2021-04-11  0.5183564
2021-05-11  0.9494782
2021-06-11  0.2947474
2021-07-11 -2.1467780
                 [,1]
2021-04-11 -0.5185889
2021-05-11  0.5183564
2021-06-11  0.9494782
2021-07-11  0.2947474
                 [,1]
2021-03-11  0.5183564
2021-04-11  0.9494782
2021-05-11  0.2947474
2021-06-11 -2.1467780

fts documentation built on May 2, 2019, 9:17 a.m.