tickOHLCV: Tick based OHLC bars

Description Usage Arguments

View source: R/bars.R

Description

Tick based OHLC bars

Usage

1
tickOHLCV(ticks, num_ticks, prev_bar = NULL)

Arguments

ticks

Input trades

num_ticks

The number of ticks to group in.

prev_bar

Bar previous to this set, will be extended with trades if not complete.


bobjansen/FancyBars documentation built on Jan. 29, 2022, 2:18 p.m.