R: The Ultimate Oscillator

ultimateOscillator {TTR} | R Documentation

## The Ultimate Oscillator

### Description

The Ultimate Oscillator is a momentum oscillator designed to capture momentum across three different time frames.

### Usage

    ultimateOscillator(HLC, n = c(7, 14, 28), wts = c(4, 2, 1))

### Arguments

`HLC` | Object that is coercible to xts or matrix and contains High-Low-Close prices.
`n` | A vector of the number of periods to use for each average calculation.
`wts` | The weights applied to each average.

### Details

Created by Larry Williams in 1976.

### Author(s)

Ivan Popivanov

### References

The following site(s) were used to code/document this indicator:
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ultimate_oscillator

### Examples

    data(ttrc)
    ult.osc <- ultimateOscillator(ttrc[,c("High","Low","Close")])

[Package TTR version 0.23-1 Index]