indicators: Trading indicators

In armstrtw/fts: R interface to tslib (a time series library in c++)

Description

Various binary indicators for fts objects

Usage

above.ma(x,n)
below.ma(x,n)
## S3 method for class 'fts'
diff(x,k,...)
up(x)
down(x)
ema(x,periods)
gap.continue(x)
gap.direction(x)
gap.down(x)
gap.down.continue(x)
gap.down.reverse(x)
gap.reverse(x)
gap.up(x)
gap.up.continue(x)
gap.up.reverse(x)
higher.high(x)
higher.low(x)
hl.oc.ratio(x)
inside.day(x)
inside.day.direction(x)
inside.day.down(x)
inside.day.up(x)
lower.high(x)
lower.low(x)
ma.crossover(x,n)
ma.crossover.down(x,n)
ma.crossover.up(x,n)
ma.d(x,n)
ma.distance(x,periods)
monthly.sum(x)
new.high(x,n)
new.low(x,n)
outside.day(x)
outside.day.direction(x)
outside.day.down(x)
outside.day.up(x)
pct.chg(x)
repeated(x,times)
rsi(x,periods)
rsi.crossover(x,periods,thresh)
rsi.crossover.down(x,periods,thresh)
rsi.crossover.up(x,periods,thresh)
template.fts(index, cnames)
trend.day(x,thresh)
trend.day.down(x,thresh)
trend.day.up(x,thresh)

Arguments

x	An Fts object
periods	number of periods
n	number of periods
k	number of lags
times	how many times
thresh	threshold level
index	index to use to construct fts object
cnames	colnames to use to construct fts object
...	further arguments to function

Details

removed elements are replaced with NA

Value

an fts object

Author(s)

Whit Armstrong

Examples

x <- fts(index=seq(from=Sys.Date(),by="months",length.out=5),rnorm(5))
print(x)
lag(x,1)
lead(x,1)

armstrtw/fts documentation built on May 10, 2019, 1:42 p.m.