QuantTools (version 0.5.3)

roll_range: Rolling Range

Description

Rolling range is minimum and maximum values over n past values. Can be used to identify price range.

Usage

roll_range(x, n)
roll_quantile(x, n, p)
roll_min(x, n)
roll_max(x, n)

Arguments

x

numeric vectors

n

window size

p

probability value [0, 1]

Value

roll_range returns data.table with columns min, max others return numeric vector

See Also

Other technical indicators: bbands, crossover, ema, roll_lm, roll_percent_rank, roll_sd, roll_volume_profile, rsi, sma, stochastic