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