GLRSI: Generalized Laguerre RSI
In IlyaKipnis/DSTrading: Digital Signal Trading
Description
Usage
Arguments
Value
References
Description
Generalized Laguerre RSI
Usage
1
Arguments
HLC
– an xts object containing High, Low, and
Close price data
n
– the period for computation
gamma
– a dampening factor
priceMethod
– use "Close" for the close, any
other string will result in Ehlers's (H+L)/2 method.
Value
an xts object
References
http://www.mesasoftware.com/Papers/TIME%20WARP.pdf
IlyaKipnis/DSTrading documentation built on May 8, 2019, 1:39 p.m.
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Description Usage Arguments Value References
Description
Generalized Laguerre RSI
Usage
1 |
Arguments
HLC |
– an xts object containing High, Low, and Close price data |
n |
– the period for computation |
gamma |
– a dampening factor |
priceMethod |
– use "Close" for the close, any other string will result in Ehlers's (H+L)/2 method. |
Value
an xts object
References
http://www.mesasoftware.com/Papers/TIME%20WARP.pdf
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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