[R-SIG-Finance] price channel

[Jeffrey Ryan]

library(TTR)

?DonchianChannel

Jeff

On Fri, Jan 13, 2012 at 9:39 PM, Kent Russell <kent.russell at live.com> wrote:
> 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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>>
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>>
>
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-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

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