calc_dd_indicators: Calculate Drawdown Indicators
In rengelke/tradr:
Description
Usage
Arguments
Examples
Description
Calculate Drawdown Indicators
Usage
1
calc_dd_indicators(x, vix, sp500, model_fit_ddend)
Arguments
x
xts price series containing Open, High, Low, Close columns
vix
xts object containing Volatility Index data
sp500
xts price series containing Open, High, Low, Close columns for S&P500
model_fit_ddend
xgboost model fit for drawdown end period prediction
Examples
1
calc_dd_indicators(price_data, vix, sp500, model_fit_ddend)
rengelke/tradr documentation built on Jan. 2, 2022, 2:03 p.m.
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Description Usage Arguments Examples
Description
Calculate Drawdown Indicators
Usage
1 | calc_dd_indicators(x, vix, sp500, model_fit_ddend)
|
Arguments
x |
xts price series containing Open, High, Low, Close columns |
vix |
xts object containing Volatility Index data |
sp500 |
xts price series containing Open, High, Low, Close columns for S&P500 |
model_fit_ddend |
xgboost model fit for drawdown end period prediction |
Examples
1 | calc_dd_indicators(price_data, vix, sp500, model_fit_ddend)
|
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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