indicators {fts} | R Documentation |
Trading indicators
Description
Various binary indicators for fts objects
Usage
above.ma(x,n)
below.ma(x,n)
wday(x)
mday(x)
## S3 method for class 'fts'
diff(x,k,...)
up(x)
down(x)
ema(x,periods)
gap.continue(x)
gap.direction(x)
gap.down(x)
gap.down.continue(x)
gap.down.reverse(x)
gap.reverse(x)
gap.up(x)
gap.up.continue(x)
gap.up.reverse(x)
higher.high(x)
higher.low(x)
hl.oc.ratio(x)
inside.day(x)
inside.day.direction(x)
inside.day.down(x)
inside.day.up(x)
lower.high(x)
lower.low(x)
ma.crossover(x,n)
ma.crossover.down(x,n)
ma.crossover.up(x,n)
ma.d(x,n)
ma.distance(x,periods)
month(x)
year(x)
monthly.sum(x)
new.high(x,n)
new.low(x,n)
outside.day(x)
outside.day.direction(x)
outside.day.down(x)
outside.day.up(x)
pct.chg(x)
repeated(x,times)
rsi(x,periods)
rsi.crossover(x,periods,thresh)
rsi.crossover.down(x,periods,thresh)
rsi.crossover.up(x,periods,thresh)
template.fts(index, cnames)
trend.day(x,thresh)
trend.day.down(x,thresh)
trend.day.up(x,thresh)
Arguments
x |
An Fts object |
periods |
number of periods |
n |
number of periods |
k |
number of lags |
times |
how many times |
thresh |
threshold level |
index |
index to use to construct fts object |
cnames |
colnames to use to construct fts object |
... |
further arguments to function |
Details
removed elements are replaced with NA
Value
an fts object
Author(s)
Whit Armstrong
Examples
x <- fts(index=seq(from=Sys.Date(),by="months",length.out=5),rnorm(5))
print(x)
lag(x,1)
lead(x,1)
[Package fts version 0.9.9.2 Index]