momentum.MACD: Use MACD to create a momentum indicator

Description Usage Arguments Details See Also Examples

View source: R/MomentumTest.R

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.