find.imppoints_pt: time series extrema using important point algorithm

Description Usage Arguments Value Examples

Description

time series extrema using important point algorithm

Usage

1
find.imppoints_pt(x, tolerance_pt = 10)

Arguments

x

xts object or vector, representing a time series

tolerance_pt

threshold for N points

Value

important points data object (object of class imppoints)

Examples

1
2
3
4
5
6
x <- quantmod::getSymbols("^GSPC", auto.assign = FALSE)
x <- x["2015/"]
imppts <- find.imppoints_pt(x,10)
quantmod::chart_Series(x)
points(as.numeric(imppts$maxima$pos),as.numeric(imppts$maxima$value),bg="green",pch=24,cex=1.25)
points(as.numeric(imppts$minima$pos),as.numeric(imppts$minima$value),bg="red",pch=25,cex=1.25)

diegoperoni/techchart documentation built on July 2, 2021, 10:32 p.m.