Nothing

```
#
# TTR: Technical Trading Rules
#
# Copyright (C) 2016 Peter Carl, Joshua M. Ulrich
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 2 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
#'Signal to Noise Ratio
#'
#'The n-day SNR for a given market is calculated by taking the absolute
#'price change over an n-day period and dividing it by the average
#'n-day volatility.
#'
#'\deqn{SNR_n = \frac{|C_t - C_{t-n}|}{ATR_n}
#'}{SNR = abs(Cl - lag(Cl,n)) / ATR(HLC, n)$atr}
#'
#'Using average true range as the volatility measure captures more of the
#'intraday and overnight volatility in a way that a measurement of
#'Close-to-Close price change does not.
#'
#'The interpretation is then relatively intuitive: an SNR value of five
#'indicates that the market has moved five times the volatility (average true
#'range) over the given look-back period.
#'
#'@param HLC Object that is coercible to xts or matrix and contains
#'High-Low-Close prices.
#'@param n Number of periods for moving average.
#'@param ... Other arguments to be passed to \code{\link{ATR}}.
#'@return A object of the same class as HLC or a matrix (if try.xts fails)
#'containing the signal to noise ratio.
#'@author Peter Carl
#'@references Skeggs, James and Hill, Alex (2015). Back in Black Part 2: The
#'Opportunity Set for Trend Following.
#'
SNR <- function(HLC, n, ...) {
HLC <- try.xts(HLC, error=as.matrix)
snr <- abs(HLC[,3] - lag.xts(HLC[,3], n)) / ATR(HLC, n, ...)[,"atr"]
return(reclass(snr, HLC))
}
```

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