calcBidAsk.Edge: Calculates Perceived Market Edge

In helenristov/aCompiler: What the package does (short line)

Description

Calculates Perceived Market Edge

Usage

calcBidAsk.Edge(market.data, contract, start.lean = NULL, end.lean = NULL,
  edge.floor = NULL, min.edge.qty = NULL, max.edge.qty = NULL,
  TT_MinTick = FALSE)

Arguments

market.data	calcMarketMeasures data set
contract	Contract for which you desire to get edge measures.
start.lean	Start lean value to determine lean factor for edge calc.
end.lean	End lean value to determine lean factor for edge calc.
edge.floor	Edge floor to use if we desire one.
min.edge.qty	Min qty for edge floor calc.
max.edge.qty	Max qty for edge floor calc.
TT_MinTick	A boolean to determine if we should use the TT mintick or TRS mintick.

Author(s)

Nicholas Dregne

helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.