Description Usage Arguments Value Examples

View source: R/weight_ave_3ROC_strict.R

Provides a ranking of weighted-average rate of change (ROC) of a given price history time series over three periods, using only ROC values that are positive for each period. If any of the three ROC values is zero or negative for a day, then return NA for the rank for that date.

1 | ```
weight_ave_3ROC_strict(x, n = c(1, 3, 6), weights = c(1/3, 1/3, 1/3))
``` |

`x` |
price history as XTS |

`n` |
an array of ROC lookback periods, in same perodicity as |

`weights` |
an array of weights for each ROC, must be length 3 and sum to 1. default is 1/3 for each entry. |

ranking as determined by `row_rank`

1 2 3 4 5 6 7 |

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