Various functions that may be useful in designing technical trading rules.
1 2 3 4 5
Price series that is coercible to xts or matrix.
Signals to use (defaults to vector of ones). Use '0' for no position, '1' for long position, and '-1' for short position.
Object that is coercible to xts or matrix.
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
lags returns a matrix of lagged values of the
growth you can specify the number of periods
and type of compounding to use when calculating returns
of the price series via the
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.