compute.prices.direction.close.to.close: DEPRECATED: Compute Price Direction from close to close...

In pierrecattin/thesis-resources: Thesis Resources

Description

DEPRECATED: Compute Price Direction from close to close Computes a variable describing the direction of future price changes

Usage

compute.prices.direction.close.to.close(prices, daily.start, horizon,
  min.return = 0, loading = T)

Arguments

prices	xts where one numeric column has to be called "close"
daily.start	which observation number should be the first one for which the variable is computed each day; numeric
horizon	prediction horizon; numeric
min.return	minimum absolute return in horizon to be classified as -1 or +1; default=0; numeric
loading	logical telling if loading bar should be displayed

Value

xts with one numeric (values -1, 0, +1, NA) column and same indices as prices. last 'horizon' values of each day are NA

pierrecattin/thesis-resources documentation built on May 4, 2019, 8:42 a.m.