nlLaguerre: Nonlinear Laguerre Trend Indicator
In IlyaKipnis/DSTrading: Digital Signal Trading
Description
Usage
Arguments
Value
Note
References
Description
Nonlinear Laguerre Trend Indicator
Usage
1
nlLaguerre(HLC, n = 20, priceMethod = "Close")
Arguments
HLC
an xts object containing High, Low, and Close
price data
n
the period for computation
priceMethod
use "Close" for the close, any other
string will result in Ehlers's (H+L)/2 method.
Value
an xts object
Note
TODO–implement loop in a faster language.
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 Note References
Description
Nonlinear Laguerre Trend Indicator
Usage
1 | nlLaguerre(HLC, n = 20, priceMethod = "Close")
|
Arguments
HLC |
an xts object containing High, Low, and Close price data |
n |
the period for computation |
priceMethod |
use "Close" for the close, any other string will result in Ehlers's (H+L)/2 method. |
Value
an xts object
Note
TODO–implement loop in a faster language.
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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