rollMAC: Apply an Moving Average Cross-over

Description Usage Arguments

View source: R/rollMAC.R

Description

Apply a moving average crossover to one or multiple columns of an xts object in a rolling fashion.

Usage

1
rollMAC(x, mashort, malong)

Arguments

x

An xts object

mashort

An integer indicating the number of periods in the short MA.

malong

An integer indicating the number of periods in the long MA.


jmuhlenkamp/conditionalAR documentation built on Dec. 24, 2018, 6:55 a.m.