CSPGap {candlesticks} | R Documentation |
Look for price gaps between two candles in a OHLC price series
CSPGap(TS, ignoreShadows=FALSE)
TS |
xts Time Series containing OHLC prices |
ignoreShadows |
if TRUE, only Open and Close Price are evaluated. Hi and Low are ignored. |
Number of candle lines: 2
When ignoreShadows=FALSE a gap up occurs when the candle's low is higher than the precedent candles's high.
When ignoreShadows=TRUE a gap up occurs when the candle's open is higher than the precedent candles's body.
A xts object containing the columns:
GapUp |
TRUE if gap up detected |
GapDown |
TRUE if gap down detected |
The up/down gaps are also called Rising Window/Falling Window
Andreas Voellenklee
## Not run: getSymbols('YHOO',adjust=TRUE) CSPGap(YHOO) # examine whole candle lenght CSPGap(YHOO, ignoreShadows=TRUE) # examine only candle bodies ## End(Not run)