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TTR (version 0.14-0)

TTRtools: Miscellaneous Tools

Description

Various functions that may be useful in designing technical trading rules.

Usage

growth(price, signals, ...)
  lags(x, n=1)
  wilderSum(x, n=10)

Arguments

price
Price series to use.
signals
Signals to use (defaults to vector of ones). Use '0' for no position, '1' for long position, and '-1' for short position.
x
Object able to be coerced to a matrix.
n
Number of periods to use.
...
Further arguments to be passed from or to other methods.

Value

  • growth returns a vector of the growth of the investment. lags returns a matrix of lagged values of the original vector. wilderSum returns a vector of weighted sums.

Details

growth calculates the growth of an investment using given prices and signals. lags calculates the lags of a given series. wilderSum calculates a Welles Wilder style weighted sum.