GMMA {TTR} | R Documentation |
Calculate the Guppy Multiple Moving Average of a series.
GMMA(x, short=c(3,5,8,10,12,15), long=c(30,35,40,45,50,60), maType)
x |
Price, volume, etc. series that is coercible to xts or matrix. |
short |
Vector of short-term periods. |
long |
Vector of long-term periods. |
maType |
Either: (1) A function or a string naming the function to be called, or (2) a list with the first component like (1) above, and additional parameters specified as named components. See Examples. |
The Guppy Multiple Moving Average signals a changing trend when
the short
and long
groups of moving averages intersect.
An up/down trend exists when the short/long-term moving averages are
greater than the long/short-term averages.
A object of the same class as x
or price
or a vector
(if try.xts
fails) containing the Guppy Multiple Moving Average.
Joshua Ulrich
The following site(s) were used to code/document this indicator:
http://www.investopedia.com/terms/g/guppy-multiple-moving-average.asp
See aroon
, CCI
, ADX
,
VHF
, TDI
for other indicators that measure
trend direction/strength.
data(ttrc) gmma <- GMMA(ttrc[,"Close"])