frbqfr1_model: French base quarter front month trade signal
In shma1/eexfr: generates trading signals for the French base quarter contracts
Description
Usage
Arguments
Value
Examples
Description
French base quarter front month trade signal
Usage
1
frbqfr1_model(frq, gas)
Arguments
frq
an xts object. this should be the day closing prices of the front
quarter contract of the french base quarter
contract.https://www.eex.com/en/market-data/power/futures/french-futures#!/2017/09/26
gas
an xts object. this should be the day closing prices of the front
quarter contract of the gasoil month contract.LOW SULPHUR GASOIL FUTURES
https://www.theice.com/products/34361119/Low-Sulphur-Gasoil-Futures/specs
Value
1 or -1 if the signal is buy or sell resp.
Examples
1
frbqfr1_model (frq, gas)
shma1/eexfr documentation built on May 15, 2019, 1:24 p.m.
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Description Usage Arguments Value Examples
Description
French base quarter front month trade signal
Usage
1 | frbqfr1_model(frq, gas)
|
Arguments
frq |
an xts object. this should be the day closing prices of the front quarter contract of the french base quarter contract.https://www.eex.com/en/market-data/power/futures/french-futures#!/2017/09/26 |
gas |
an xts object. this should be the day closing prices of the front quarter contract of the gasoil month contract.LOW SULPHUR GASOIL FUTURES https://www.theice.com/products/34361119/Low-Sulphur-Gasoil-Futures/specs |
Value
1 or -1 if the signal is buy or sell resp.
Examples
1 | frbqfr1_model (frq, gas)
|
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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