bar_volume: Construct volume bars
In larryleihua/fmlr: Financial Machine Learning using R
Description
Usage
Arguments
Value
Author(s)
Description
Construct volume bars
Usage
1
bar_volume(dat, vol)
Arguments
dat
dat input with at least the following columns: Price, Size
vol
the volume of each window
Value
time stamp at the end of each bar (if timestamp is provided), and H,L,O,C,V
Author(s)
Larry Lei Hua
larryleihua/fmlr documentation built on Jan. 31, 2020, 8:55 a.m.
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Description Usage Arguments Value Author(s)
Description
Construct volume bars
Usage
1 | bar_volume(dat, vol)
|
Arguments
dat |
dat input with at least the following columns: Price, Size |
vol |
the volume of each window |
Value
time stamp at the end of each bar (if timestamp is provided), and H,L,O,C,V
Author(s)
Larry Lei Hua
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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