Various functions that may be useful in designing technical trading rules.
lags(x, n = 1)
growth(price, signals, ...)
naCheck(x, n = 0)
Object that is coercible to xts or matrix.
Number of periods to use.
Price series that is coercible to xts or matrix.
Signals to use (defaults to vector of ones). Use '0' for no position, '1' for long position, and '-1' for short position.
Further arguments to be passed from or to other methods.
growth calculates the growth of an investment using given prices and
lags calculates the lags of a given series.
growth returns a vector of the growth of the investment.
lags returns a matrix of lagged values of the original vector.
growth you can specify the number of periods and type of
compounding to use when calculating returns of the price series via the