Crosses above, crosses below
On Fri, Sep 27, 2013 at 7:17 PM, Mark Knecht <markknecht at gmail.com> wrote:
Only slightly financial. Is there a function somewhere that implements a real crossing check, as in MA1 crosses above MA2 and not just MA1>MA2?. TTR seemed a likely candidate but I haven't found it there.
Yes, diff().
library(quantmod)
x <- Cl(getSymbols("SPY", auto.assign=FALSE))
y <- EMA(x,10) > EMA(x,20)
z <- merge(y, diff(y))
I alsa tried sos's findFn for searching, as well as stackoverflow but it seems too general a question. Thanks, Mark
-- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com