evaluate_signed_momentum_at_window: Return the signed momentum

Description Usage Arguments Value

View source: R/momentum_data.R

Description

Returns 1L if next_price is further from historic_price_mean than price, and 0L otherwise.

Usage

1
evaluate_signed_momentum_at_window(price, next_price, historic_price_mean)

Arguments

price

the current price (a scalar double)

next_price

the next price (a scalar double)

historic_price_mean

The current historic price mean (a scalar double)

Value

0L or 1L, or NA if any of the arguments is missing


benSepanski/pfselect documentation built on May 1, 2020, 1:57 p.m.