Description Usage Arguments Value References
Center of Gravity Oscillator
1 2 |
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. |
an xts object
http://www.mesasoftware.com/Papers/The%20CG%20Oscillator.pdf
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