momentum.MACD: Use MACD to create a momentum indicator
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
Description
Usage
Arguments
Details
See Also
Examples
Description
Use MACD (moving average convergence divergence) to calculate a momentum indicator.
Usage
1
momentum.MACD(y, nFast = 12, nSlow = 26, nSig = 9, nEMA = 20)
Arguments
y
Price series that is coercible to xts or matrix
nFast
Number of periods for fast moving average.
nSlow
Number of periods for slow moving average.
nSig
Number of periods for signal moving average.
nEMA
Number of periods for exponentially-weighted moving average.
Details
When price is going over EMA(20) and MACD is going over 0 then go long
When price is going below EMA(20) and MACD is going below 0 then go short
See Also
momentum.RSI
momentum.Crossover
Examples
1
2
y = AUDUSD
momMACD <- momentum.MACD(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 MACD (moving average convergence divergence) to calculate a momentum indicator.
Usage
1 | momentum.MACD(y, nFast = 12, nSlow = 26, nSig = 9, nEMA = 20)
|
Arguments
y |
Price series that is coercible to xts or matrix |
nFast |
Number of periods for fast moving average. |
nSlow |
Number of periods for slow moving average. |
nSig |
Number of periods for signal moving average. |
nEMA |
Number of periods for exponentially-weighted moving average. |
Details
When price is going over EMA(20) and MACD is going over 0 then go long
When price is going below EMA(20) and MACD is going below 0 then go short
See Also
momentum.RSI
momentum.Crossover
Examples
1 2 | y = AUDUSD
momMACD <- momentum.MACD(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.