R: Trading indicators

indicators {fts} | R Documentation

## Trading indicators

### Description

Various binary indicators for fts objects

### Usage

    above.ma(x,n)
    below.ma(x,n)
    wday(x)
    mday(x)
    ## S3 method for class 'fts'
    diff(x,k,...)
    up(x)
    down(x)
    ema(x,periods)
    gap.continue(x)
    gap.direction(x)
    gap.down(x)
    gap.down.continue(x)
    gap.down.reverse(x)
    gap.reverse(x)
    gap.up(x)
    gap.up.continue(x)
    gap.up.reverse(x)
    higher.high(x)
    higher.low(x)
    hl.oc.ratio(x)
    inside.day(x)
    inside.day.direction(x)
    inside.day.down(x)
    inside.day.up(x)
    lower.high(x)
    lower.low(x)
    ma.crossover(x,n)
    ma.crossover.down(x,n)
    ma.crossover.up(x,n)
    ma.d(x,n)
    ma.distance(x,periods)
    month(x)
    year(x)
    monthly.sum(x)
    new.high(x,n)
    new.low(x,n)
    outside.day(x)
    outside.day.direction(x)
    outside.day.down(x)
    outside.day.up(x)
    pct.chg(x)
    repeated(x,times)
    rsi(x,periods)
    rsi.crossover(x,periods,thresh)
    rsi.crossover.down(x,periods,thresh)
    rsi.crossover.up(x,periods,thresh)
    template.fts(index, cnames)
    trend.day(x,thresh)
    trend.day.down(x,thresh)
    trend.day.up(x,thresh)

### Arguments

`x` | An Fts object
`periods` | number of periods
`n` | number of periods
`k` | number of lags
`times` | how many times
`thresh` | threshold level
`index` | index to use to construct fts object
`cnames` | colnames to use to construct fts object
`...` | further arguments to function

### Details

removed elements are replaced with NA

### Value

an fts object

### Author(s)

Whit Armstrong

### Examples

    x <- fts(index=seq(from=Sys.Date(),by="months",length.out=5),rnorm(5))
    print(x)
    lag(x,1)
    lead(x,1)

[Package fts version 0.9.9.2 Index]