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IKTrading (version 1.0)

lagATR: Lagged ATR

Description

lags ATR computation by a lag parameter for use with order-sizing functions

Usage

lagATR(HLC, n = 14, maType, lag = 1, ...)

Arguments

HLC
an HLC object
n
a lookback period
maType
the type of moving average
lag
how many periods to lag the computation

Value

a lagged ATR calculation