prepareForexOandaData: Prepare all required datasets for Oanda FX daily Modeling

In ivanliu1989/RQuantTrader: A collection of functions for pair trading

Description

Prepare all required datasets for Oanda FX daily Modeling.

Usage

prepareForexOandaData(oanda.count = 250, Cur1 = "USD", Cur2 = "CAD",
  oanda.granularity = "D", QuandlSymbol1 = "CAN", QuandlSymbol2 = "USA")

Arguments

oanda.count	length of data to retreive
Cur1	currency one
Cur2	currency two
oanda.granularity	barsize of Oanda data
QuandlSymbol1	currency one for Quandl
QuandlSymbol2	currency two for Quandl

Value

A list of xts

Examples

res = prepareForexOandaData(oanda.count = 2500, Cur1 = "USD", Cur2 = "CAD", oanda.granularity = 'D', QuandlSymbol1 = 'CAN', QuandlSymbol2 = 'USA')

ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.