Nothing
CSPLongCandle <- function(TS, n=20, threshold=1) {
if (!is.OHLC (TS)) {
stop("Price series must contain Open, High, Low and Close.")
}
CL <- CandleLength (TS)
CLMedian <- runMedian (CL[,1], n=n) # use relative CandleLength
LongWhiteCandle <- reclass( CL[,1] >= CLMedian*threshold & Cl(TS) >= Op(TS) , TS)
LongBlackCandle <- reclass( CL[,1] >= CLMedian*threshold & Op(TS) > Cl(TS) , TS)
result <- cbind (LongWhiteCandle, LongBlackCandle)
colnames (result) <- c("LongWhiteCandle", "LongBlackCandle")
xtsAttributes(result) <- list(bars=1)
return (result)
}
CSPLongCandleBody <- function(TS, n=20, threshold=1) {
if (!is.OC (TS)) {
stop("Price series must contain Open and Close.")
}
CBL <- CandleBodyLength (TS)
CBLMedian <- runMedian (CBL[,1], n=n) # use relative CandleBodyLength
LongWhiteCandleBody <- reclass( CBL[,1] >= CBLMedian*threshold & Cl(TS) >= Op(TS), TS)
LongBlackCandleBody <- reclass( CBL[,1] >= CBLMedian*threshold & Op(TS) > Cl(TS), TS)
result <- cbind (LongWhiteCandleBody, LongBlackCandleBody)
colnames (result) <- c("LongWhiteCandleBody", "LongBlackCandleBody")
xtsAttributes(result) <- list(bars=1)
return (result)
}
CSPShortCandle <- function(TS, n=20, threshold=1) {
if (!is.OHLC (TS)) {
stop("Price series must contain Open, High, Low and Close.")
}
CL <- CandleLength (TS)
CLMedian <- runMedian (CL[,1], n=n) # use relative CandleLength
ShortWhiteCandle <- reclass( CL[,1] < CLMedian*threshold & Cl(TS) >= Op(TS) , TS)
ShortBlackCandle <- reclass( CL[,1] < CLMedian*threshold & Op(TS) > Cl(TS ), TS)
result <- cbind (ShortWhiteCandle, ShortBlackCandle)
colnames (result) <- c("ShortWhiteCandle", "ShortBlackCandle")
xtsAttributes(result) <- list(bars=1)
return (result)
}
CSPShortCandleBody <- function(TS, n=20, threshold=1) {
if (!is.OC (TS)) {
stop("Price series must contain Open and Close.")
}
CBL <- CandleBodyLength (TS)
CBLMedian <- runMedian (CBL[,1], n=n) # use relative CandleBodyLength
ShortWhiteCandleBody <- reclass( CBL[,1] < CBLMedian*threshold & Cl(TS) >= Op(TS), TS)
ShortBlackCandleBody <- reclass( CBL[,1] < CBLMedian*threshold & Op(TS) > Cl(TS), TS)
result <- cbind (ShortWhiteCandleBody, ShortBlackCandleBody)
colnames (result) <- c("ShortWhiteCandleBody", "ShortBlackCandleBody")
xtsAttributes(result) <- list(bars=1)
return (result)
}
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