Description Usage Arguments Value
DEPRECATED: Compute Price Direction from close to close Computes a variable describing the direction of future price changes
1 2 | compute.prices.direction.close.to.close(prices, daily.start, horizon,
min.return = 0, loading = T)
|
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 |
xts with one numeric (values -1, 0, +1, NA) column and same indices as prices. last 'horizon' values of each day are NA
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