VIDA: Variable Index Dynamic Average
In IlyaKipnis/DSTrading: Digital Signal Trading
Description
Usage
Arguments
Value
References
Description
Variable Index Dynamic Average
Usage
1
Arguments
x
a price series
n
a short period number over which to take a
running SD
m
a long period number over which to take a
running SD
smoothConstant
a parameter that affects smoothing.
k*p(t) + (1-k)*p(t-1)
Value
a stream of Variable Index Dynamic Average computations.
References
"http://www.mesasoftware.com/Seminars/TradeStation%20World%2005.pdf"
IlyaKipnis/DSTrading documentation built on May 8, 2019, 1:39 p.m.
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Description Usage Arguments Value References
Description
Variable Index Dynamic Average
Usage
1 |
Arguments
x |
a price series |
n |
a short period number over which to take a running SD |
m |
a long period number over which to take a running SD |
smoothConstant |
a parameter that affects smoothing. k*p(t) + (1-k)*p(t-1) |
Value
a stream of Variable Index Dynamic Average computations.
References
"http://www.mesasoftware.com/Seminars/TradeStation%20World%2005.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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