add_features: Add Features to Time Series

Description Usage Arguments

View source: R/functions.R

Description

This is a function from Quintuitive that adds some features to a time series. Actually the automatisms have been completely re-engineered and now all the statistics refers to the actual day except for the NEXTDAY features which indicates if the close price in the next trading day has been higher or lower than the current price.

Usage

1

Arguments

data

is an xts object to which the features have to be added.


msaltieri/algotrading documentation built on May 29, 2019, 5:46 a.m.