bobjansen/FancyBars: Calculate Various Types of OHLC Bars

Calculate various types of OHLC bar based on the ideas of Marcos López de Prado presented in "Advances in Financial Machine Learning".

Getting started

Package details

AuthorBob Jansen
MaintainerBob Jansen <bobjansen@gmail.com>
LicenseGPL (>= 3)
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("bobjansen/FancyBars")
bobjansen/FancyBars documentation built on Jan. 29, 2022, 2:18 p.m.