xo.processor: Determine the XO development of a given time series.
Description
This is the main PNF-Workhorse, which transforms a given time series into X and O's.
Furthermore it provides already simple Buy/Sell signals, based on checking if the second last colum.
Usage
xo.processor(high, low = high, date, reversal = 3L, boxsize = 1, log = FALSE)
Arguments
high
Vector of high quotes
low
Vector of low quotes. If skipped, high are taken as low.
date
Vector of dates of the time series.
reversal
Number of boxes necessary for a reversal
boxsize
A single numeric value, indicating the boxsize to be considered.
log
TRUE, if logarithmic scales should be used.