| lags {TTR} | R Documentation |
Miscellaneous Tools
Description
Various functions that may be useful in designing technical trading rules.
Usage
lags(x, n = 1)
growth(price, signals, ...)
naCheck(x, n = 0)
Arguments
x |
Object that is coercible to xts or matrix. |
n |
Number of periods to use. |
price |
Price series that is coercible to xts or matrix. |
signals |
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. |
Details
growth calculates the growth of an investment using given prices and
signals.
lags calculates the lags of a given series.
Value
growth returns a vector of the growth of the investment.
lags returns a matrix of lagged values of the original vector.
Note
In growth you can specify the number of periods and type of
compounding to use when calculating returns of the price series via the
'\dots' argument.
Author(s)
Joshua Ulrich