[R-SIG-Finance] Detecting a range through time for a security?

Brian G. Peterson brian at braverock.com
Wed Jan 20 11:33:12 CET 2010

donahchoo at me.com wrote:
> Hello,
> I'd like to run a study that detects a range for a security and  
> determines how long the security stays within this range.
> Is there a package that will do this already?
> If not, does anyone have suggestions on how to implement this?


'detection' should be trivial once you know the ranges.

Also, see the copious documentation for package 'TTR'


    - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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