computes the smoothed indexed rate of change indicator.
The SIROC is an oscillator ranging between 0 and 100. It
is computed as an n3-period RSI of an n2-period EMA of
the normalized residuals of an n1-period EMA of the
price.
Usage
SIROC(x, n1 = 30, n2 = 15, n3 = 14, ...)
Arguments
n1
a period upon which to compute an EMA based on
price, and the lag for the normalizing price.
n2
a period for taking the EMA of the normalized
residuals above
n3
an RSI period for the above quantity
maType
the moving average type used for the RSI.
Defaults to EMA