fts (version 0.9.9.2)

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 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

Value

an fts object

Details

removed elements are replaced with NA

Examples

# NOT RUN {
x <- fts(index=seq(from=Sys.Date(),by="months",length.out=5),rnorm(5))
print(x)
lag(x,1)
lead(x,1)
# }