Candle (Body) Length

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Description

relative and absolute length of a price candle

Usage

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Arguments

TS

xts Time Series containing High and Low Prices for CandleLength
xts Time Series containing Open and Close Prices for CandleBodyLength

Details

Both a relative candle length (Hi-Lo)/(Hi+Lo)/2 and the absolute length (Hi-Lo) is calculated.

Value

A xts object containing the columns:

relCandleLength

candle length / midpoint of candle

absCandleLength

candle length from low to high

Author(s)

Andreas Voellenklee

See Also

CSPLongCandle

Examples

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## Not run: 
  getSymbols('YHOO',adjust=TRUE)
  CandleLength(YHOO)
  CandleBodyLength(YHOO)

## End(Not run)

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