price channel

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price channel

LosemindL
Hi all,

I am looking for the command/functions for defining price channel:

A price channel is defined by the highest high and lowest low over some
past number of bars. A trade is signaled when the market breaks out above
or below the channel.

Could you please point me to the right places?

Thanks a lot!

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Re: price channel

Michael Weylandt
Perhaps runMax() and runMin() in TTR would let you code this up easily.

Michael

On Fri, Jan 13, 2012 at 2:30 PM, Michael <[hidden email]> wrote:

> Hi all,
>
> I am looking for the command/functions for defining price channel:
>
> A price channel is defined by the highest high and lowest low over some
> past number of bars. A trade is signaled when the market breaks out above
> or below the channel.
>
> Could you please point me to the right places?
>
> Thanks a lot!
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

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Re: price channel

Kenton Russell
Do search on donchian channel. Lots of good code snippets out there.

Kent

On Jan 13, 2012, at 7:37 PM, "R. Michael Weylandt" <[hidden email]> wrote:

> Perhaps runMax() and runMin() in TTR would let you code this up easily.
>
> Michael
>
> On Fri, Jan 13, 2012 at 2:30 PM, Michael <[hidden email]> wrote:
>> Hi all,
>>
>> I am looking for the command/functions for defining price channel:
>>
>> A price channel is defined by the highest high and lowest low over some
>> past number of bars. A trade is signaled when the market breaks out above
>> or below the channel.
>>
>> Could you please point me to the right places?
>>
>> Thanks a lot!
>>
>>       [[alternative HTML version deleted]]
>>
>> _______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions should go.
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
>

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Re: price channel

Jeffrey Ryan-2
library(TTR)

?DonchianChannel

Jeff

On Fri, Jan 13, 2012 at 9:39 PM, Kent Russell <[hidden email]> wrote:

> Do search on donchian channel. Lots of good code snippets out there.
>
> Kent
>
> On Jan 13, 2012, at 7:37 PM, "R. Michael Weylandt" <[hidden email]> wrote:
>
>> Perhaps runMax() and runMin() in TTR would let you code this up easily.
>>
>> Michael
>>
>> On Fri, Jan 13, 2012 at 2:30 PM, Michael <[hidden email]> wrote:
>>> Hi all,
>>>
>>> I am looking for the command/functions for defining price channel:
>>>
>>> A price channel is defined by the highest high and lowest low over some
>>> past number of bars. A trade is signaled when the market breaks out above
>>> or below the channel.
>>>
>>> Could you please point me to the right places?
>>>
>>> Thanks a lot!
>>>
>>>       [[alternative HTML version deleted]]
>>>
>>> _______________________________________________
>>> [hidden email] mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>> -- Subscriber-posting only. If you want to post, subscribe first.
>>> -- Also note that this is not the r-help list where general R questions should go.
>>
>> _______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions should go.
>>
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.



--
Jeffrey Ryan
[hidden email]

www.lemnica.com
www.esotericR.com

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Re: price channel

LosemindL
Thanks a lot guys!

These are very helpful! I've learned a lot from you guys!

On Sat, Jan 14, 2012 at 7:23 AM, Jeffrey Ryan <[hidden email]>wrote:

> library(TTR)
>
> ?DonchianChannel
>
> Jeff
>
> On Fri, Jan 13, 2012 at 9:39 PM, Kent Russell <[hidden email]>
> wrote:
> > Do search on donchian channel. Lots of good code snippets out there.
> >
> > Kent
> >
> > On Jan 13, 2012, at 7:37 PM, "R. Michael Weylandt" <
> [hidden email]> wrote:
> >
> >> Perhaps runMax() and runMin() in TTR would let you code this up easily.
> >>
> >> Michael
> >>
> >> On Fri, Jan 13, 2012 at 2:30 PM, Michael <[hidden email]> wrote:
> >>> Hi all,
> >>>
> >>> I am looking for the command/functions for defining price channel:
> >>>
> >>> A price channel is defined by the highest high and lowest low over some
> >>> past number of bars. A trade is signaled when the market breaks out
> above
> >>> or below the channel.
> >>>
> >>> Could you please point me to the right places?
> >>>
> >>> Thanks a lot!
> >>>
> >>>       [[alternative HTML version deleted]]
> >>>
> >>> _______________________________________________
> >>> [hidden email] mailing list
> >>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >>> -- Subscriber-posting only. If you want to post, subscribe first.
> >>> -- Also note that this is not the r-help list where general R
> questions should go.
> >>
> >> _______________________________________________
> >> [hidden email] mailing list
> >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >> -- Subscriber-posting only. If you want to post, subscribe first.
> >> -- Also note that this is not the r-help list where general R questions
> should go.
> >>
> >
> > _______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> should go.
>
>
>
> --
> Jeffrey Ryan
> [hidden email]
>
> www.lemnica.com
> www.esotericR.com
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

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