I'm having trouble returning a rolling n period highest value for a data
set. For each day I want to calculate the highest value over the last 3
days. I am using the following packages: zoo, xts, quantmod and TTR.
Thanks, Jason
GLD.Close
2010-10-01 128.91
2010-10-04 128.46
2010-10-05 130.99
2010-10-06 131.81
2010-10-07 130.37
2010-10-08 131.66
2010-10-11 132.29
2010-10-12 131.96
2010-10-13 134.07
2010-10-14 134.75
2010-10-15 133.68
2010-10-18 134.28
2010-10-19 130.11
2010-10-20 131.32
2010-10-21 129.47
2010-10-22 129.73
2010-10-25 130.85
2010-10-26 130.88
2010-10-27 129.52
>
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