Nothing
CSPNHigherClose <- function (TS, N) {
if (!has.Cl(TS)) {
stop("Price series must contain Close prices")
}
if (N<1) {
stop("N has to be a integer >= 1")
}
LAGTS <- LagOC(TS,k=0:N)
result <- reclass( Cl(LAGTS)[,1] > Cl(LAGTS)[,2] , TS)
i <- 2
while (i < N+1) {
result <- reclass( result & (Cl(LAGTS)[,i] > Cl(LAGTS)[,(i+1)]) , TS)
i <- i+1
}
colnames(result) <- paste(N, "HigherClose", sep="")
xtsAttributes(result) <- list(bars=N)
return (result)
}
CSPNLowerClose <- function (TS, N) {
if (!has.Cl(TS)) {
stop("Price series must contain Close prices")
}
if (N<1) {
stop("N has to be a integer >= 1")
}
LAGTS <- LagOC(TS,k=0:N)
result <- reclass( Cl(LAGTS)[,1] < Cl(LAGTS)[,2] , TS)
i <- 2
while (i < N+1) {
result <- reclass( result & (Cl(LAGTS)[,i] < Cl(LAGTS)[,(i+1)]) , TS)
i <- i+1
}
colnames(result) <- paste(N, "LowerClose", sep="")
xtsAttributes(result) <- list(bars=N)
return (result)
}
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