\item{lambda}{ a numeric value between zero and one giving the decay length of the exponential moving average. If an integer value greater than one is given, lambda is used as a lag of "n" periods to calculate the decay parameter. }
Please note that you will find much more (still undocumented) indicators in the
example file xmpTradingIndicators.R. These include.
# accelTA # adiTA # adoscillatorTA # bollingerTA # chaikinoTA # chaikinvTA # garmanKlassTA # macdTA # medpriceTA # momentumTA # nviTA # obvTA # pviTA # pvtrendTA # rocTA # rsiTA # stochasticTA # typicalPriceTA # wcloseTA # williamsadTA # williamsrTA
If you have written functions for further trading indicators, please let me know, so
I can add them to Rmetrics.
Diethelm Wuertz.
German G. Creamer wrote:
Please disregard the previous message. I realized that in the emaTA equation, a lambda greater than one is used as a lag of n periods to calculate the decay parameter. A lambda less than one is used directly as the decay parameter.
So, the functions are consistent.
Thanks anyway,
German
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