pBands: Calculates the pband levels on a spread price series

In helenristov/aCompiler: What the package does (short line)

Description

Calculates the pband levels on a spread price series

Usage

pBands(spread, dFast, dSlow, minFact, maxFact, incr = 0, minVol = 0,
  FUN = NULL, p.output = FALSE)

Arguments

spread	A price series on which you want to compute the probability bands.
dFast	The number of days used to compute the fast moving average
dSlow	The number of days used to compute the slow moving average
minFact	The number of standard deviations to set the lower bound of the scalping bounds
maxFact	The number of standard deviations to set the upper bound of the scalping bounds

Author(s)

Helena Ristov

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