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Cross Over

Source: R/ta_CROSS.R
cross_over.Rd

Identifies where shortSeries crosses longSeries from below, i.e. where shortSeries was below longSeries on the previous bar and is above it on the current bar. A typical use is a short moving average crossing over a long moving average, or an oscillator crossing over a threshold.

Both comparisons are strict, so a series that only touches longSeries is not a crossing.

Usage

cross_over(shortSeries, longSeries, na.rm = FALSE)

Arguments

shortSeries

An integer or double vector.

longSeries

An integer or double vector of the same length as shortSeries, or of length 1 to compare against a fixed level.

na.rm

A logical of length 1. If TRUE, a crossing that involves a missing value on either bar is returned as NA. If FALSE (default), missing values are not checked and such bars are returned as 0.

Value

An integer vector of the same length as shortSeries with 1 where shortSeries crosses over longSeries and 0 otherwise. The first element is always NA as it has no previous bar.

See also

Other Signals: cross_series(), cross_under()

Author

Serkan Korkmaz

Examples

## short moving average crossing
## over a long moving average
talib::cross_over(
  talib::SMA(talib::BTC$close, timePeriod = 10),
  talib::SMA(talib::BTC$close, timePeriod = 30)
)
#>   [1] NA  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#>  [26]  0  0  0  0  0  0  0  0  0  0  1  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#>  [51]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#>  [76]  0  0  0  0  0  0  0  0  0  0  0  0  0  1  0  0  0  0  0  0  0  0  0  0  0
#> [101]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [126]  0  0  0  0  0  0  0  0  0  0  0  0  0  1  0  0  0  0  0  0  0  0  0  0  0
#> [151]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [176]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [201]  1  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [226]  0  0  0  0  0  0  0  0  0  0  0  0  0  1  0  0  0  0  0  0  0  0  0  0  0
#> [251]  0  0  0  0  0  0  0  0  0  0  0  0  1  0  0  0  0  0  0  0  0  0  0  0  0
#> [276]  0  0  0  0  0  0  0  0  0  0  0  0  0  1  0  0  0  0  0  0  0  0  0  0  0
#> [301]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [326]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [351]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0

## RSI crossing over 30
talib::cross_over(
  talib::RSI(talib::BTC$close),
  30
)
#>   [1] NA  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#>  [26]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#>  [51]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#>  [76]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [101]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [126]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [151]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [176]  0  1  0  0  0  0  0  0  0  0  0  0  1  0  0  0  0  0  0  0  0  0  0  0  0
#> [201]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  1  0  0  0  0  0  0
#> [226]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [251]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [276]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [301]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [326]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0
#> [351]  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0  0