GFRAMA: Generalized FRAMA

Description Usage Arguments Value

Description

the generalized FRAMA (see: FRAMA)

Usage

1
  GFRAMA(x, n = 20, FC = 1, SC = 200, ...)

Arguments

x

a time series

n

a lookback period

FC

fast constant for an EMA

SC

slow constant for an EMA

Value

the FRAMA for the time series


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