rpnf (version 1.0.5)

pnfprocessor: Generate all point and figure informations for a given time series.

Description

Please ensure that high, low and date are all ordered according to the Date column.

Usage

pnfprocessor(high, low = high, date, reversal = 3L, boxsize = 1L, log = FALSE, style = "xo")

Arguments

high

a vector containing the high quotes

low

a (optional) vector containing the low quotes

date

a vector of dates the quotes belong

reversal

number of boxes needed to make a reversal

boxsize

the boxsize to be used

log

should we do the calculations on a logarithmic scale

style

the style the pnfprocessor is working with. Can be {xo,rs,bp}.

Value

returns a data table with all point and figure information in it

References

http://rpnf.r-forge.r-project.org

See Also

pnfplot

pnfplottxt

Examples

library(rpnf) # Load rpnf library
data(DOW) # (Offline) Load free available sample data from https://www.quandl.com/data/WIKI/DOW
pnfdata <- pnfprocessor(
  high=DOW$High,
  low=DOW$Low,
  date=DOW$Date,
  boxsize=1L,
  log=FALSE)  
pnfdata