to_candles: Convert ticks to candles
In QuantTools: Enhanced Quantitative Trading Modelling
Description
Usage
Arguments
Value
Description
Convert ticks to candles
Usage
1
to_candles(ticks, timeframe)
Arguments
ticks
read 'Ticks' section in Processor
timeframe
candle timeframe in seconds
Value
data.table with columns time, open, high, low, close, volume, id. Where id is row number of last tick in candle.
Note: last candle is always omitted.
QuantTools documentation built on Oct. 23, 2020, 7:54 p.m.
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Description Usage Arguments Value
Description
Convert ticks to candles
Usage
1 | to_candles(ticks, timeframe)
|
Arguments
ticks |
read 'Ticks' section in Processor |
timeframe |
candle timeframe in seconds |
Value
data.table with columns time, open, high, low, close, volume, id. Where id is row number of last tick in candle.
Note: last candle is always omitted.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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