indicators {fts} | R Documentation |
Various binary indicators for fts objects
above.ma(x,n) analog(stationary,window,moving = stationary) below.ma(x,n) day(x) diff.fts(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) 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(dates, cnames) trend.day(x,thresh) trend.day.down(x,thresh) trend.day.up(x,thresh)
x |
An Fts object |
periods |
number of periods |
window |
number of periods |
stationary |
stationary time series |
moving |
moving time series |
n |
number of periods |
k |
number of lags |
times |
how many times |
thresh |
threshold level |
dates |
dates to use to construct fts object |
cnames |
colnames to use to construct fts object |
... |
further arguments to function |
removed elements are replaced with NA
an Fts object
Whit Armstrong
x <- fts(rnorm(5)) print(x) lag(x,1) lead(x,1)