Joshua Ulrich

Results 261 comments of Joshua Ulrich

Can you please clarify? What do you want to separate, and why?

There's no bug in the `ATR` call. The `n` only matters for the average true range, but `ADX` only uses the raw true range from the `ATR` output. Instead of...

Thanks for your interest in contributing to TTR! I really appreciate the thought and effort you've put into this PR. That said, I wish you would have followed the [contributing...

> Sorry for not following the contributing guide. I amended the commit messages. Hopefully they now contain all required / helpful information. If something is still missing, please let me...

Sorry it took me so long to get to this. I have some questions: * Is the "fix unit test for TRIX" commit to correct for the change in "correct...

I need to get at TTR patch release to CRAN in the next couple days. This PR will be first on my review list after that release. Sorry it's languished...

Not sure I'd call it a bug. It's a limitation of the current implementation of `runSum`, which does not do any adjustments for rounding error due to floating-point arithmetic (i.e....

It is forward-looking. But it's better than the prior setting, which was always 0.01. That didn't work well for data that tended to have smaller changes (e.g. foreign exchange). I'm...

Thanks for the comment! It's good to know that you created wrapper functions to deal with this. That means you encounter it enough for those function to be useful for...

Wow, thanks for the detailed report! I think I understand the problem, but it's not clear to me how returning two vectors from C would help correct the result of...