coppock_curve: Coppock curve

Description Usage Arguments Details Value

View source: R/coppock.R

Description

A momentum indicator, originally a "Very Long Term (VLT) Momentum Index", defined as the 10-month weighted moving average (WMA) of the sum of a series' 11-month and 14-month rates of change (ROC).

Usage

1
coppock_curve(x, n1 = 14L, n2 = 11L, n3 = 10L)

Arguments

x

A vector

n1

Rate of change period #1

n2

Rate of change period #2

n3

Weighted moving average period

Details

Using the default parameters, the Coppock curve is defined as the 10-WMA of (ROC[11] + ROC[14]).

Value

A vector


cmhein/coppock documentation built on Oct. 18, 2020, 5:32 a.m.