DSTrading (version 1.0)

GFRAMA: Generalized FRAMA

Description

the generalized FRAMA (see: FRAMA)

Usage

GFRAMA(x, n = 20, FC = 1, SC = 200, ...)

Arguments

x

a time series

n

a lookback period

FC

fast constant for an EMA

SC

slow constant for an EMA

Value

the FRAMA for the time series