gistfile1.r

RocSys = function(x, nEMA, nROC, nTREND)
{
  rocema = ROC(EMA(x, nEMA), nROC)
  trend = EMA(x, nTREND)

  signal = 
    ifelse(rocema>0 & lag(rocema)<=0, ifelse(x>trend,  1, 0), 
    ifelse(rocema<0 & lag(rocema)>=0, ifelse(x<trend, -1, 0), 
    NA)
  )

  signal <- na.locf(signal)
  
  return(signal)
}