Nothing
#
# TTR: Technical Trading Rules
#
# Copyright (C) 2007-2013 Joshua M. Ulrich
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
"pivots" <-
function(data, lagts=TRUE) {
# Author: Brian G. Peterson
# http://www.investopedia.com/articles/forex/05/FXpivots.asp
# http://www.investopedia.com/articles/technical/04/041404.asp
# CentralPivot Point (P) = (High + Low + Close) / 3
center <- xts(rowSums(HLC(data))/3,order.by=index(data))
R1 <- (2*center)-Lo(data) # First Resistance (R1) = (2*P) - Low
S1 <- (2*center)-Hi(data) # First Support (S1) = (2*P) - High
R2 <- center + (R1 - S1) # Second Resistance (R2) = P + (R1-S1)
S2 <- center - (R1 - S1) # Second Support (S2) = P - (R1- S1)
ret <- cbind(center,R1,R2,S1,S2)
colnames(ret) <- c('center','R1','R2','S1','S2')
if(lagts){
newrow <- xts(t(rep(NA,5)), order.by=last(index(data))+1)
ret <- rbind(ret,newrow)
ret <- lag.xts(ret)
}
return(ret)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.