extraTechInds: Provide useful Technical Indicators

#
#   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/>.
#

#'AR-BR Index
#'
#'@aliases ARBR
#'@param OHLC Object that is coercible to xts or matrix and contains
#'High-Low-Close prices.
#'@param n Number of periods for moving average.
#'@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
"ARBR" <-
function(OHLC, n = 14){
  OHLC <- try.xts(OHLC, error = as.matrix)
  if (NCOL(OHLC) == 4) {
    ar <- 100 * runSum(Hi(OHLC)-Op(OHLC),n = n)/runSum(Op(OHLC)-Lo(OHLC),n = n)
    br <- 100 * runSum(pmax(Hi(OHLC)-lag.xts(Cl(OHLC)),0, na.rm = FALSE), n = n)/
      runSum(pmax(lag.xts(Cl(OHLC))-Lo(OHLC),0, na.rm = FALSE), n = n)
  } else stop("Price series must be Open-High-Low-Close")
  result <- cbind(ar, br)
  colnames(result) <- c("AR","BR")
  reclass(result,OHLC)
}