[Candlesticks-commits] r15 - in pkg: R man

[noreply at r-forge.r-project.org]

Author: wotuzu17
Date: 2012-04-17 14:53:14 +0200 (Tue, 17 Apr 2012)
New Revision: 15

Modified:
   pkg/R/CSPKicking.R
   pkg/man/CSPKicking.Rd
   pkg/man/DonchianChannel2.Rd
Log:
fixed a bug in DonchianChannel2.Rd

Modified: pkg/R/CSPKicking.R
===================================================================
--- pkg/R/CSPKicking.R	2012-04-11 13:53:38 UTC (rev 14)
+++ pkg/R/CSPKicking.R	2012-04-17 12:53:14 UTC (rev 15)
@@ -1,10 +1,10 @@
-CSPKicking <- function(TS, ignoreShadows=TRUE, n=20, threshold=1.5) {
+CSPKicking <- function(TS, ignoreShadows=TRUE, n=20, threshold=1, ATRFactor=1, maxshadowCL=.1) {
   if (!is.OHLC(TS)) {
     stop("Price series must contain Open, High, Low and Close.")
   }
   TSGAP <- CSPGap(TS, ignoreShadows=ignoreShadows)
   if (ignoreShadows==FALSE) {
-    MB <- CSPMarubozu(TS, n=n, threshold=threshold)
+    MB <- CSPMarubozu(TS, n=n, ATRFactor=ATRFactor, maxuppershadowCL=maxshadowCL, maxlowershadowCL=maxshadowCL)
     WMB1 <- Lag(MB[,1], k=1)
     BMB1 <- Lag(MB[,4], k=1)
     BULLK <- reclass( 

Modified: pkg/man/CSPKicking.Rd
===================================================================
--- pkg/man/CSPKicking.Rd	2012-04-11 13:53:38 UTC (rev 14)
+++ pkg/man/CSPKicking.Rd	2012-04-17 12:53:14 UTC (rev 15)
@@ -4,19 +4,21 @@
 \title{Kicking Candlestick Pattern}
 \description{Look for bullish/bearish Kicking Candlestick Patterns in a OHLC price series}
 \usage{
-  CSPKicking(TS, ignoreShadows=TRUE, n=20, threshold=1.5)
+  CSPKicking(TS, ignoreShadows=TRUE, n=20, threshold=1, ATRFactor=1, maxshadowCL=.1)
 }
 \arguments{
   \item{TS}{xts Time Series containing OHLC prices}
   \item{ignoreShadows}{if TRUE, only Open and Close Price are evaluated. Hi and Low are ignored.}
-  \item{n}{number of preceding candles to calculate median candle length}
+  \item{n}{number of preceding candles to calculate median candle length or average True Range}
   \item{threshold}{minimum candle length in relation to the median candle length of \code{n} preceding candles}
+  \item{ATRFactor}{minimum size of candle body compared to the ATR}
+  \item{maxshadowCL}{maximum tolerated upper and lower shadow to candle length ratio}
 }
 \details{
   Number of candle lines: \bold{2}\cr\cr
   \emph{Bullish Kicking Pattern:}\cr
-  The Bullish Kicking Pattern is a White Marubozu following a Black Marubozu. After the Black Marubozu, market gaps higher on the opening and it opens with a gap above the prior session's opening thus forming a White Marubozu. This pattern is filtered with the option \code{ignoreShadows=FALSE}, and occurs very scarcely.\cr
-  A less strict filter rule is when \code{ignoreShadows=TRUE}. In this case, the pattern is detected when a long black candle body follows a long white candle body, and the open of the first candle is lower than the open of the second candle.\cr\cr
+  The Bullish Kicking Pattern is a White Marubozu following a Black Marubozu. After the Black Marubozu, market gaps higher on the opening and it opens with a gap above the prior session's opening thus forming a White Marubozu. This pattern is filtered with the option \code{ignoreShadows=FALSE}, and occurs very scarcely. When ignoreShadows=FALSE, the parameters \code{n}, \code{ATRFactor}, \code{maxshadowCL} are relevant to fine tune the filter rules.\cr\cr
+  A less strict filter rule is when \code{ignoreShadows=TRUE}. In this case, the pattern is detected when a long black candle body follows a long white candle body, and the open of the first candle is lower than the open of the second candle. When ignoreShadows=TRUE, the parameters \code{n} and \code{threshold} are relevant to fine tune the filter rules.\cr\cr
   \emph{Bearish Kicking Pattern:}\cr
   Opposite of Bullish Kicking Pattern.
 }
@@ -45,7 +47,7 @@
   
   # look for Kicking Pattern right out of the textbook
   # they occur only once in a blue moon
-  CSPKicking(YHOO, ignoreShadows=FALSE)
+  CSPKicking(YHOO, ignoreShadows=FALSE, maxshadowCL=0)
   
   # use less strict filter rules
   CSPKicking(YHOO)

Modified: pkg/man/DonchianChannel2.Rd
===================================================================
--- pkg/man/DonchianChannel2.Rd	2012-04-11 13:53:38 UTC (rev 14)
+++ pkg/man/DonchianChannel2.Rd	2012-04-17 12:53:14 UTC (rev 15)
@@ -40,7 +40,9 @@
   See \code{\link{DonchianChannel}}.
 }
 \examples{
+\dontrun{
   getSymbols(YHOO, adjust=TRUE)
   dc <- DonchianChannel2(YHOO)
 }
+}
 \keyword{ ts }