getAction: Returns a data.frame with profitable actions

In arkada38/GFUAPI: Stocks and Currencies Analyzer

Description

Says "buy", "sell" or do "nothing" for data when it profitable

Usage

getAction(df, range.up, range.down)

Arguments

df	A given data.frame for testing. Must have a "High", "Low" and "Close" columns
range.up	The level for take profit. If contains then action is successfully.
range.down	The level for stop loss. If contains then action is not successfully.

Value

action	1 for buy, 0.5 for do nothing and 0 for sell
action.factor	Factor with 3 levels: buy, sell, nothing
buy	1 for buy and 0 for others
nothing	1 for nothing and 0 for others
sell	1 for sell and 0 for others

Examples

data(aapl)
getAction(aapl, range.up = 0.06, range.down = 0.025)

arkada38/GFUAPI documentation built on May 10, 2019, 1:28 p.m.