Various functions that may be useful in designing technical trading rules.

1 2 3 4 5 |

`price` |
Price series that is coercible to xts or matrix. |

`signals` |
Signals to use (defaults to vector of ones). Use '0' for no position, '1' for long position, and '-1' for short position. |

`x` |
Object that is coercible to xts or matrix. |

`n` |
Number of periods to use. |

`...` |
Further arguments to be passed from or to other methods. |

`growth`

calculates the growth of an investment
using given prices and signals.

`lags`

calculates the lags of a given series.

`growth`

returns a vector of the growth of the
investment.

`lags`

returns a matrix of lagged values of the
original vector.

In `growth`

you can specify the number of periods
and type of compounding to use when calculating returns
of the price series via the `'\dots'`

argument.

Joshua Ulrich

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.