Man pages for lazytrade
Learn Computer and Data Science using Algorithmic Trading
| aml_collect_data | Function to read, transform, aggregate and save data for... |
| aml_consolidate_results | Function to consolidate model test results |
| aml_make_model | Function to train Deep Learning regression model for a single... |
| aml_score_data | Function to score new data and predict change for each single... |
| aml_simulation | Function to simulate multiple input structures |
| aml_test_model | Function to test the model and conditionally decide to update... |
| check_if_optimize | Function check_if_optimize. |
| create_labelled_data | Create labelled data |
| create_transposed_data | Create Transposed Data |
| data_trades | Table with Trade results samples |
| decrypt_mykeys | Function that decrypt encrypted content |
| DFR | Table with predicted price change |
| dlog | Create log difference distribution |
| encrypt_api_key | Encrypt api keys |
| EURUSDM15X75 | Table with indicator and price change dataset |
| evaluate_macroeconomic_event | Function used to evaluate market type situation by reading... |
| get_profit_factorDF | Function that returns the profit factors of the systems in a... |
| import_data | Import Data file with Trade Logs to R. |
| indicator_dataset | Table with indicator dataset |
| macd_100 | Table with indicator only used to train model, 128 col 1646... |
| macd_df | Table with one column indicator dataset |
| macd_ML60M | Table with indicator and market type category used to train... |
| mt_evaluate | Function to score data and predict current market type using... |
| mt_import_data | Import Market Type related Data to R from the Sandbox |
| mt_make_model | Function to train Deep Learning Classification model for... |
| mt_stat_evaluate | Function to prepare and score data, finally predict current... |
| mt_stat_transf | Perform Statistical transformation and clustering of Market... |
| opt_aggregate_results | Function to aggregate trading results from multiple folders... |
| opt_create_graphs | Function to create summary graphs of the trading results |
| policy_tr_systDF | Table with Market Types and sample of actual policy for those... |
| price_dataset | Table with price dataset |
| price_dataset_big | Table with price dataset, 30000 rows |
| profit_factor_data | Table with Trade results samples |
| profit_factorDF | Table with Trade results samples |
| result_prev | Table with one column as result from the model prediction |
| result_R | Table with predicted price change |
| result_R1 | Table with aggregated trade results |
| rl_generate_policy | Function performs Reinforcement Learning using the past data... |
| rl_generate_policy_mt | Function performs RL and generates model policy for each... |
| rl_log_progress | Function to retrieve and help to log Q values during RL... |
| rl_log_progress_mt | Function to retrieve and help to log Q values during RL... |
| rl_record_policy | Record Reinforcement Learning Policy. |
| rl_record_policy_mt | Record Reinforcement Learning Policy for Market Types |
| rl_write_control_parameters | Function to find and write the best control parameters. |
| rl_write_control_parameters_mt | Function to find and write the best control parameters. |
| test_data_pattern | Table with several columns containing indicator values and... |
| to_m | Convert time series data to matrix with defined number of... |
| TradeStatePolicy | Table with Trade States and sample of actual policy for those... |
| trading_systemDF | Table with trade data and joined market type info |
| util_find_file_with_code | R function to find file with specific code within it's... |
| util_find_pid | R function to find PID of active applications |
| util_generate_password | R function to generate random passwords for MT4 platform or... |
| util_profit_factor | Calculate Profit Factor |
| write_command_via_csv | Write csv files with indicated commands to the external... |
| write_ini_file | Create initialization files to launch MT4 platform with... |
| x_test_model | Table with a dataset to test the Model |
| y | Table with indicators and price change which is used to train... |
