debqfr1_model: Trade signal for German Power Futures. Front Base Quarter...

Description Usage Arguments Value

Description

Trade signal for German Power Futures. Front Base Quarter contract

Usage

1
debqfr1_model(eexbq, api2q)

Arguments

eexbq

an xts object. this is the front base quarter contract traded on EEX. https://www.eex.com/en/market-data/power/futures/phelix-deat-futures#!/2017/09/08

api2q

an xts object. This is the front quarter contract traded/ cleared on ICE. https://www.theice.com/products/243/API2-Rotterdam-Coal-Futures/data

Value

a logical object. (1 or -1) the trade signal.


shma1/EEXDE documentation built on May 14, 2019, 11:08 a.m.