SIROC: SIROC - Smoothed Indexed Rate Of Change
In pdrano/IKTrading: Custom indicators, signals, and rules
Description
Usage
Arguments
Value
Description
computes the smoothed indexed rate of change indicator.
The SIROC is an oscillator ranging between 0 and 100. It
is computed as an n3-period RSI of an n2-period EMA of
the normalized residuals of an n1-period EMA of the
price.
Usage
1
Arguments
n1
a period upon which to compute an EMA based on
price, and the lag for the normalizing price.
n2
a period for taking the EMA of the normalized
residuals above
n3
an RSI period for the above quantity
maType
the moving average type used for the RSI.
Defaults to EMA
Value
the SIROC indicator, a 1-column oscillator
pdrano/IKTrading documentation built on May 6, 2019, 10:51 p.m.
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Description Usage Arguments Value
Description
computes the smoothed indexed rate of change indicator. The SIROC is an oscillator ranging between 0 and 100. It is computed as an n3-period RSI of an n2-period EMA of the normalized residuals of an n1-period EMA of the price.
Usage
1 |
Arguments
n1 |
a period upon which to compute an EMA based on price, and the lag for the normalizing price. |
n2 |
a period for taking the EMA of the normalized residuals above |
n3 |
an RSI period for the above quantity |
maType |
the moving average type used for the RSI. Defaults to EMA |
Value
the SIROC indicator, a 1-column oscillator
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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