xo.processor: Determine the XO development of a given time series.

Description Usage Arguments

View source: R/xo.processor.R

Description

This is the main PNF-Workhorse, which transforms a given time series into X and O's. Furthermore it provides already simple Buy/Sell signals, based on checking if the second last colum.

Usage

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xo.processor(high, low = high, date, reversal = 3L, boxsize = 1,
  log = FALSE)

Arguments

high

Vector of high quotes

low

Vector of low quotes. If skipped, high are taken as low.

date

Vector of dates of the time series.

reversal

Number of boxes necessary for a reversal

boxsize

A single numeric value, indicating the boxsize to be considered.

log

TRUE, if logarithmic scales should be used.


rpnf documentation built on May 2, 2019, 8:33 a.m.