momentum.Crossover: Use MA Crossovers to create different momentum indicators
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
Description
Usage
Arguments
Details
See Also
Examples
Description
Use 10 moving averages (short to long) to calculate momentum indicators.
Usage
1
Arguments
y
Price series that is coercible to xts or matrix.
Details
Hamming distance indicator: rankings from 1 to 10 to indicate the strength of a momentum
Spearman cor indicator: a number from -1 to 1 to tell the direction of current momentum. (high means short and low means long)
Thickness: thickness/difference of 10 moving averages, higher thickness means higher volatilities or stronger momentum
See Also
momentum.RSI
momentum.MACD
Examples
1
2
y = AUDUSD
momCrossover <- momentum.Crossover(y)
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details See Also Examples
Description
Use 10 moving averages (short to long) to calculate momentum indicators.
Usage
1 |
Arguments
y |
Price series that is coercible to xts or matrix. |
Details
Hamming distance indicator: rankings from 1 to 10 to indicate the strength of a momentum
Spearman cor indicator: a number from -1 to 1 to tell the direction of current momentum. (high means short and low means long)
Thickness: thickness/difference of 10 moving averages, higher thickness means higher volatilities or stronger momentum
See Also
momentum.RSI
momentum.MACD
Examples
1 2 | y = AUDUSD
momCrossover <- momentum.Crossover(y)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.