cyberCycle: Ehlers Cyber Cycle
In IlyaKipnis/DSTrading: Digital Signal Trading
Description
Usage
Arguments
Value
References
Description
Ehlers Cyber Cycle
Usage
1
2
cyberCycle(HLC, alpha = 0.07, priceMethod = "Close",
iFish = TRUE)
Arguments
HLC
an xts object containing High, Low, and Close
price data
alpha
a tuning parameter
priceMethod
use "Close" for the close, any other
string will result in Ehlers's (H+L)/2 method.
iFish
defaults to TRUE. Whether or not to apply
the inverse fisher transform. See ?iFish
Value
an xts object
References
http://www.mesasoftware.com/Papers/THE%20INVERSE%20FISHER%20TRANSFORM.pdf
IlyaKipnis/DSTrading documentation built on May 8, 2019, 1:39 p.m.
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Description Usage Arguments Value References
Description
Ehlers Cyber Cycle
Usage
1 2 | cyberCycle(HLC, alpha = 0.07, priceMethod = "Close",
iFish = TRUE)
|
Arguments
HLC |
an xts object containing High, Low, and Close price data |
alpha |
a tuning parameter |
priceMethod |
use "Close" for the close, any other string will result in Ehlers's (H+L)/2 method. |
iFish |
defaults to TRUE. Whether or not to apply the inverse fisher transform. See ?iFish |
Value
an xts object
References
http://www.mesasoftware.com/Papers/THE%20INVERSE%20FISHER%20TRANSFORM.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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