FRAMA: FRactal Adaptive Moving Average
In IlyaKipnis/DSTrading: Digital Signal Trading
Description
Usage
Arguments
Value
References
Description
FRactal Adaptive Moving Average
Usage
1
Arguments
HLC
an HLC price series
n
a lookback period
FC
a fast constant–aka lowest n for an EMA
SC
a slow constant–aka lowest n for an EMA
triggerLag
a number of days by which to lag the
original computation
Value
an xts containing the FRAMA and the trigger
References
http://www.mesasoftware.com/Papers/FRAMA.pdf
http://etfhq.com/blog/2010/09/30/fractal-adaptive-moving-average-frama/
IlyaKipnis/DSTrading documentation built on May 8, 2019, 1:39 p.m.
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Description Usage Arguments Value References
Description
FRactal Adaptive Moving Average
Usage
1 |
Arguments
HLC |
an HLC price series |
n |
a lookback period |
FC |
a fast constant–aka lowest n for an EMA |
SC |
a slow constant–aka lowest n for an EMA |
triggerLag |
a number of days by which to lag the original computation |
Value
an xts containing the FRAMA and the trigger
References
http://www.mesasoftware.com/Papers/FRAMA.pdf
http://etfhq.com/blog/2010/09/30/fractal-adaptive-moving-average-frama/
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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