tradingDays

Used by <code>ichimoku</code> to subset a vector of dates to trading days.

An implementation of 'Ichimoku Kinko Hyo', also commonly known as
'cloud charts'. Static and interactive visualizations with tools for
creating, backtesting and development of quantitative 'ichimoku' strategies.
As described in Sasaki (1996, ISBN:4925152009), the technique is a refinement
on candlestick charting, originating from Japan and now in widespread use in
technical analysis worldwide. Translating as 'one-glance equilibrium chart',
it allows the price action and market structure of financial securities to
be determined 'at-a-glance'. Incorporates an interface with the OANDA
fxTrade API <https://developer.oanda.com/> for retrieving historical and
live streaming price data for major currencies, metals, commodities,
government bonds and stock indices.

Charlie Gao

ichimoku

Visualization and Tools for Ichimoku Kinko Hyo Strategies

Hibiki AI Limited 

tradingDays function

<dl><dt>x</dt>
<dd>a vector of POSIXct date objects.</dd>
<dt>holidays</dt>
<dd>(optional) a vector, or function which outputs a vector, of
dates defined as holidays. Set to NULL for a continuously-traded market.</dd>
<dt>...</dt>
<dd>other arguments not used by this function.</dd></dl>

Arguments

Select Trading Days — tradingDays

<dl>

<dt>x</dt>
<dd>a vector of POSIXct date objects.</dd>


<dt>holidays</dt>
<dd>(optional) a vector, or function which outputs a vector, of
dates defined as holidays. Set to NULL for a continuously-traded market.</dd>


<dt>...</dt>
<dd>other arguments not used by this function.</dd>

</dl>

tradingDays: Select Trading Days

Description

Usage

Value

Arguments

Details

Examples