renarin_short_historic: function to generate forecast for a given ticker (using...

In DavisWeaver/stonkr_public: Quantitative trading for the people

Description

use nnet forecasting to evaluate future stock price.

Usage

renarin_short_historic(
  date = NULL,
  ticker,
  look_back = 200,
  look_ahead = 14,
  zoom_in = FALSE,
  lag = 20,
  decay = 0.2,
  vendor = "quandl",
  PI = FALSE
)

Arguments

date	if most recent == FALSE, what date should we project from?
ticker	security name, e.g. AAPL
look_back	number of days to look back for predictions
look_ahead	number of days to forecast
zoom_in	should function return full model and forecast results? useful for highlighting speicific issues
lag	number of days to use to fit the next day in the model
decay	NNET parametar
df	if most_recent = FALSE, provide historical pricing dataframe

DavisWeaver/stonkr_public documentation built on March 18, 2021, 2:35 p.m.