R/TEMA.r

In Chen-Chaozong/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/>.
#

#'Triple exponential moving average
#'
#'@aliases TEMA
#'@param x Object that is coercible to xts or matrix and contains
#'High-Low-Close prices.
#'@param n Number of periods for moving average.
#'@param wilder ...
#'@param ratio ...
#'@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
"TEMA" <-
function(x, n = 20, wilder = FALSE, ratio = NULL){
  x <- try.xts(x, error = as.matrix)
  tema <- 3 * EMA(x, n, wilder, ratio) - 3 * EMA(EMA(x, n, wilder, ratio), n, wilder, ratio) +
    EMA(EMA(EMA(x, n, wilder, ratio), n, wilder, ratio), n, wilder, ratio)
  if (!is.null(dim(tema))) {
    colnames(tema) <- "TEMA"
  }
  reclass(tema,x)
}