indicators {fts}R Documentation

Trading indicators

Description

Various binary indicators for fts objects

Usage

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)

Arguments

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

Details

removed elements are replaced with NA

Value

an Fts object

Author(s)

Whit Armstrong

Examples

x <- fts(rnorm(5))
print(x)
lag(x,1)
lead(x,1)

[Package fts version 0.7.6 Index]