iTrend: Ehlers Instantaneous Trendline Indicator

Description Usage Arguments Value References

Description

Ehlers Instantaneous Trendline Indicator

Usage

1
  iTrend(HLC, alpha = 0.07, priceMethod = "Close")

Arguments

HLC

an xts object containing High, Low, and Close price data.

alpha

a dampening factor – default .07

priceMethod

use "Close" for close prices or any other string for (H+L)/2

Value

iTrend, the instantaneous trendline indicator iTrigger – the trigger line. Buy when this crosses above/sell when crossing under.

References


http://www.mesasoftware.com/Seminars/AfTA%20May%2003.pdf


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