DSTrading (version 1.0)

PMA: Ehlers Predictive Moving Averages

Description

Ehlers Predictive Moving Averages

Usage

PMA(HLC, n, priceMethod = "Close")

Arguments

HLC

an xts object containing High, Low, and Close price data

n

the period for computation

priceMethod

use "Close" for the close, any other string will result in Ehlers's (H+L)/2 method.

Value

an xts object

References

Rocket Science For Traders, Chapter 20