returnTraining: Returns Machine Learning Models

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

Description

Returns Machine Learning Models

Usage

returnTraining(ACCOUNT_TYPE = .oandaEnv$ACCOUNT_TYPE,
  ACCESS_TOKEN = .oandaEnv$ACCESS_TOKEN, Cur1, Cur2, nxt.n, neval = 550,
  ntrain = "1 Y", nitr = 5, ib.size = "1 hour", oa.size = "H1")

Arguments

ACCOUNT_TYPE	Account type (e.g. "real" or "paper")
ACCESS_TOKEN	Account API Token
Cur1	currency 1
Cur2	currency 2
nxt.n	number of lags to predict
neval	number of evaluations
ntrain	number of obs for training set
nitr	number of iteration to test
ib.size	1 hour
oa.size	H1

Value

A list of Models

Examples

returnTraining = returnTraining('AUD', 'USD', 3, 550, '1 Y')

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