LagOHLC {candlesticks} | R Documentation |
Create a lagged series from OHLC price data
LagOHLC(TS, k=1)
TS |
xts Time Series containing Open, High, Low and Close Prices |
k |
periods to lag |
shift series k-periods down, prepending NAs to front of series
A xts object containing lagged OHLC columns. The original column names are appended with '.Lag.k'
, with k
being the periods to lag.
The returned series maintains the number of observations of the original.
This function uses the Lag function of the quantmod package.
Andreas Voellenklee
## Not run: getSymbols('YHOO') LagOHLC(YHOO) # Lag OHLC series by one period LagOHLC(YHOO, k=1:3) # Lag OHLC series by one, two and three periods # this will return a 12 columns xts object ## End(Not run)