[R-SIG-Finance] Vectorized local min/max finding

[Paolo Giusti]

I am trying to find a vectorized solution (if there is one) to a simple problem.

I have a vector of values representing the close prices of a security
and another vector of their moving average.
I construct a simple "distance" object of their difference:

diff <- close - ma

Now I would like to calculate some simple statistics like:

1. The number of times the diff crosses the '0' line
2. The duration between each cross (number of samples)
3. The min and max values of diff between each cross.

This is easy to do using "for loops" but really slow. Given this is a
really basic problem I'm hoping that there a faster solution.

Thank you
Paolo