Description Usage Arguments Details Author(s)
Calculates the number of times a time-series of prices has moved a pre-specified increment.
1 | IncrCounter(Prices, incr)
|
Prices |
The time-series of prices. |
incr |
The desired increment level. |
Given a time-series of prices and an increment level, the function will determine how many times the price series has moved the specified increment level before reverting back a full increment level.
Nicholas Dregne
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