Rolling Range
Rolling range is minimum and maximum values over n past values. Can be used to identify price range.
roll_range(x, n) roll_quantile(x, n, p) roll_min(x, n) roll_max(x, n)
x |
numeric vectors |
n |
window size |
p |
probability value |
roll_range returns data.table with columns min, max
others return numeric vector
Other technical indicators: bbands,
crossover, ema,
roll_lm, roll_percent_rank,
roll_sd, roll_volume_profile,
rsi, sma,
stochastic
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