[R-SIG-Finance] price channel

[Kent Russell]

Do search on donchian channel. Lots of good code snippets out there.

Kent

On Jan 13, 2012, at 7:37 PM, "R. Michael Weylandt" <michael.weylandt at gmail.com> wrote:

> Perhaps runMax() and runMin() in TTR would let you code this up easily.
> 
> Michael
> 
> On Fri, Jan 13, 2012 at 2:30 PM, Michael <comtech.usa at gmail.com> wrote:
>> Hi all,
>> 
>> I am looking for the command/functions for defining price channel:
>> 
>> A price channel is defined by the highest high and lowest low over some
>> past number of bars. A trade is signaled when the market breaks out above
>> or below the channel.
>> 
>> Could you please point me to the right places?
>> 
>> Thanks a lot!
>> 
>>       [[alternative HTML version deleted]]
>> 
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