Donchian Channels were created by Richard Donchian and were used to generate buy and sell signals for the Turtle Trading system.
由理查德·唐契安唐契安通道和用于生成的海龟交易系统买入和卖出信号。
用法----------Usage----------
DonchianChannel(HL, n=10)
参数----------Arguments----------
参数:HL
Object that is coercible to xts or matrix and contains High-Low prices.
XTS或矩阵转换成的对象包含高 - 低的价格。
参数:n
Number of periods for moving average.
移动平均周期数。
Details
详细信息----------Details----------
Donchian Channels consist of two (sometimes three) lines:
唐契安通道是由两个(有时三)线:
The top line is the highest high of the past n periods. The bottom line is the lowest low of the past n periods. The middle line is the average of the top and bottom lines.
最上面一行是在过去n期间的最高价。底线是过去n期间的最低价。中间线的顶部和底部线的平均值。
值----------Value----------
A object of the same class as HL or a matrix (if try.xts fails) containing the columns:
的HL或包含列的矩阵(try.xts如果失败)具有相同类的一个对象: