IncrCounter: Incr Counter

Description Usage Arguments Details Author(s)

Description

Calculates the number of times a time-series of prices has moved a pre-specified increment.

Usage

1
IncrCounter(Prices, incr)

Arguments

Prices

The time-series of prices.

incr

The desired increment level.

Details

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.

Author(s)

Nicholas Dregne


helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.