Nothing
CSPTasukiGap <- function (TS) {
if (!is.OHLC(TS)) {
stop("Price series must contain Open, High, Low and Close.")
}
LAG2TS <- LagOHLC(TS, k=2)
LAG1TS <- LagOHLC(TS, k=1)
GAP1 <- CSPGap(LAG1TS, ignoreShadows=FALSE)
UTG <- reclass(
Op(LAG2TS) < Cl(LAG2TS) & # 1st candle: white
GAP1[,1] & # Up Gap btwn 1st and 2nd candle
Op(LAG1TS) < Cl(LAG1TS) & # 2nd candle: white
Op(TS) < Cl(LAG1TS) & Op(TS) > Op(LAG1TS) & # 3rd candle opens within 2nd candle's body
Cl(TS) < Lo(LAG1TS) & Cl(TS) > Hi(LAG2TS) # 3rd candle closes within gap of 1st and 2nd candle
, TS)
DTG <- reclass(
Op(LAG2TS) > Cl(LAG2TS) & # 1st candle: black
GAP1[,2] & # Down Gap btwn 1st and 2nd candle
Op(LAG1TS) > Cl(LAG1TS) & # 2nd candle: black
Op(TS) > Cl(LAG1TS) & Op(TS) < Op(LAG1TS) & # 3rd candle opens within 2nd candle's body
Cl(TS) > Hi(LAG1TS) & Cl(TS) < Lo(LAG2TS) # 3rd candle closes within gap of 1st and 2nd candle
, TS)
result <- cbind(UTG, DTG)
colnames(result) <- c("UpsideTasukiGap", "DownsideTasukiGap")
xtsAttributes(result) <- list(bars=3)
return (result)
}
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