PortfolioTesteR (version 0.1.4)

calc_distance: Calculate Distance from Reference

Description

data("sample_prices_weekly") Calculates percentage distance between prices and reference values (typically moving averages).

Usage

calc_distance(price_df, reference_df)

Value

Data.table with percentage distances

Arguments

price_df

Data frame with price data

reference_df

Data frame with reference values (same structure)

Examples

data("sample_prices_weekly")
ma20 <- calc_moving_average(sample_prices_weekly, 20)
data("sample_prices_weekly")
distance <- calc_distance(sample_prices_weekly, ma20)