I'm having trouble returning a rolling n period highest value for a data
set.  For each day I want to calculate the highest value over the last 3
days.  I am using the following packages: zoo, xts, quantmod and TTR.

Thanks, Jason

           GLD.Close
2010-10-01    128.91
2010-10-04    128.46
2010-10-05    130.99
2010-10-06    131.81
2010-10-07    130.37
2010-10-08    131.66
2010-10-11    132.29
2010-10-12    131.96
2010-10-13    134.07
2010-10-14    134.75
2010-10-15    133.68
2010-10-18    134.28
2010-10-19    130.11
2010-10-20    131.32
2010-10-21    129.47
2010-10-22    129.73
2010-10-25    130.85
2010-10-26    130.88
2010-10-27    129.52
>

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