rollMAC: Apply an Moving Average Cross-over
In jmuhlenkamp/conditionalAR: Conditionally Evaluate Rolling Performance of AR Models
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 May 30, 2019, 1:59 p.m.
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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. |
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.
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