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indicators

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)

fts

R Interface to 'tslib' (a Time Series Library in C++)

v0.9.9.2
GPL-3
Authors
Whit Armstrong <armstrong.whit@gmail.com>
Initial release

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