CGO: Center of Gravity Oscillator

Description Usage Arguments Value References

Description

Center of Gravity Oscillator

Usage

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  CGO(HLC, n = 10, priceMethod = "Close", scale = TRUE,
    nSD = 100)

Arguments

HLC

an xts object containing High, Low, and Close price data

n

the period for computation

priceMethod

use "Close" for the close, any other string will result in Ehlers's (H+L)/2 method.

scale

an option whether or not to scale the oscillator. Defaults to TRUE.

nSD

an argument for scaling. Sets the number of days over which to compute a running volatility. In effect, a larger nSD value will assign more extreme values to the scaled oscillator.

Value

an xts object

References


http://www.mesasoftware.com/Papers/The%20CG%20Oscillator.pdf


IlyaKipnis/DSTrading documentation built on May 8, 2019, 1:39 p.m.