Utilities

Utilities

Typical Price

typical(ohlc; h="High", l="Low", c="Close")

Typical Price

\[ \text{Typical Price} = \frac{H + L + C}{3}\]
source
julia> using MarketData

julia> using MarketTechnicals

julia> merge(ohlc, typical(ohlc))
500x5 TimeSeries.TimeArray{Float64,2,Date,Array{Float64,2}} 2000-01-03 to 2001-12-31
│            │ Open   │ High   │ Low    │ Close  │ typical  │
├────────────┼────────┼────────┼────────┼────────┼──────────┤
│ 2000-01-03 │ 104.88 │ 112.5  │ 101.69 │ 111.94 │ 108.71   │
│ 2000-01-04 │ 108.25 │ 110.62 │ 101.19 │ 102.5  │ 104.77   │
│ 2000-01-05 │ 103.75 │ 110.56 │ 103.0  │ 104.0  │ 105.8533 │
│ 2000-01-06 │ 106.12 │ 107.0  │ 95.0   │ 95.0   │ 99.0     │
│ 2000-01-07 │ 96.5   │ 101.0  │ 95.5   │ 99.5   │ 98.6667  │
│ 2000-01-10 │ 102.0  │ 102.25 │ 94.75  │ 97.75  │ 98.25    │
│ 2000-01-11 │ 95.94  │ 99.38  │ 90.5   │ 92.75  │ 94.21    │
│ 2000-01-12 │ 95.0   │ 95.5   │ 86.5   │ 87.19  │ 89.73    │
│ 2000-01-13 │ 94.48  │ 98.75  │ 92.5   │ 96.75  │ 96.0     │
   ⋮
│ 2001-12-19 │ 20.58  │ 21.68  │ 20.47  │ 21.62  │ 21.2567  │
│ 2001-12-20 │ 21.4   │ 21.47  │ 20.62  │ 20.67  │ 20.92    │
│ 2001-12-21 │ 21.01  │ 21.54  │ 20.8   │ 21.0   │ 21.1133  │
│ 2001-12-24 │ 20.9   │ 21.45  │ 20.9   │ 21.36  │ 21.2367  │
│ 2001-12-26 │ 21.35  │ 22.3   │ 21.14  │ 21.49  │ 21.6433  │
│ 2001-12-27 │ 21.58  │ 22.25  │ 21.58  │ 22.07  │ 21.9667  │
│ 2001-12-28 │ 21.97  │ 23.0   │ 21.96  │ 22.43  │ 22.4633  │
│ 2001-12-31 │ 22.51  │ 22.66  │ 21.83  │ 21.9   │ 22.13    │