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DSTrading (version 1.0)

nlLaguerre: Nonlinear Laguerre Trend Indicator

Description

Nonlinear Laguerre Trend Indicator

Usage

nlLaguerre(HLC, n = 20, 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

http://www.mesasoftware.com/Seminars/TradeStation%20World%2005.pdf