find.tchannel: Find most current enveloping lines of a given time series

In prodipta/techchart: Package to carry out automated technical charting analysis

Description

Find most current enveloping lines of a given time series

Usage

find.tchannel(x, tolerance = 1.5, n = 3, pscore = (0.05)^2, pfit = 0.85)

Arguments

x	xts object representing a time series
tolerance	tolerance specification for important points, expressed as times the standard deviation
n	number of lines to to choose the best ones from
pscore	envelope score, defines how best the lines envelopes the time series
pfit	fit socre, defines how much the lines deviates from the extreme points it connects

Value

returns the trend channel object (of type class tchannel)

See Also

find_lines

Examples

x <- quantmod::getSymbols("^GSPC", auto.assign = FALSE)
x <- x["2016-01-01::2016-09-30"]
quantmod::chart_Series(x)
tchannel <- find.tchannel(x,1.1)
tchannel
quantmod::add_TA(tchannel$xlines$maxlines[[1]],on=1)
quantmod::add_TA(tchannel$xlines$minlines[[1]],on=1)

prodipta/techchart documentation built on Sept. 13, 2020, 2:51 p.m.