#
# extraTechInds: extra Technical Indicators of TTR and quantmod
#
# Copyright (C) 2016 Chen Chaozong
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
#'Accumulate Collection & Distribution
#'
#'@aliases ACD
#'@param HLC Object that is coercible to xts or matrix and contains
#'High-Low-Close prices.
#'@param \dots Other arguments to be passed to the \code{maType} function.
#'@author Chen Chaozong
#'@seealso See \code{\link{EMA}}, \code{\link{SMA}}, etc. for moving average
#'options; and note Warning section. See \code{\link{ATR}}, which uses true
#'range. See \code{\link{chaikinVolatility}} for another volatility measure.
#'@keywords ts
#'@export
"ACD" <-
function (HLC, ...) {
HLC <- try.xts(HLC, error = as.matrix)
if (NCOL(HLC) == 3) {
mth <- Cl(HLC)-pmax(Hi(HLC), lag.xts(Cl(HLC)), na.rm = FALSE)
mtl <- Cl(HLC)-pmin(Lo(HLC), lag.xts(Cl(HLC)), na.rm = FALSE)
mtm <- momentum(Cl(HLC), n = 1, na.pad = TRUE)
} else stop("Price series must be High-Low-Close")
cd <- ifelse(mtm > 0,mtl,ifelse(mtm<0,mth,0))
acd <- runSum(cd,cumulative = T)
names(acd) <- "ACD"
reclass(acd, HLC)
}
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