strength_SMA: Creates a ranking by strength of simple moving average...
In greatgray/scorecard: GGCM Model Performance Scorecard

Description Usage Arguments Value See Also Examples

Creates a ranking by strength of simple moving average deviation over time. Uses the TTR::ROC function for rate-of-change value. Uses the TTR:SMA function for moving average of the value. Applies the TTR::runSD running standard deviations. Computes strength as strength <- (x - sma) / rd. Uses the discrete ROC type.

1	strength_SMA(x, roc_n = 1, sigma_n = 5, sma_n = 10)

`x`	price history as XTS, more than one column of asset prices.
`roc_n`	ROC lookback period in same periodicity as `x`; default 1.
`sigma_n`	running standard deviation period lookback; default 5.
`sma_n`	simple moving average period lookback; default 10

a row rank as determined by row_rank

row_rank, TTR::ROC, TTR::runSD

## Not run: 
library(quantmod)
getSymbols("XLP",auto.assign=TRUE)
getSymbols("XLV",auto.assign=TRUE)
ranking <- strength_SMA(cbind(Cl(XLP),Cl(XLV)))
tail(ranking)

## End(Not run)