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avfintools (version 0.1.0)

streak_var: Streak (Multiple Variables)

Description

Counts the number of days the open price has moved consecutively Negative and positive streaks are represented by their sign; only works with various types of returns or mutated vector created by diff()

Usage

streak_var(df, var)

Value

Returns a 1 x # of columns in df dataframe

Arguments

df

Dataframe with price data.

var

String of column name you wish to see streak in

Examples

Run this code
streak_var(tail(SPYdaily,200), "tot_ret")

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