DSTrading (version 1.0)

cyberCycle: Ehlers Cyber Cycle

Description

Ehlers Cyber Cycle

Usage

cyberCycle(HLC, alpha = 0.07, priceMethod = "Close",
    iFish = TRUE)

Arguments

HLC

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

alpha

a tuning parameter

priceMethod

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

iFish

defaults to TRUE. Whether or not to apply the inverse fisher transform. See ?iFish

Value

an xts object

References

http://www.mesasoftware.com/Papers/THE%20INVERSE%20FISHER%20TRANSFORM.pdf