volumebarr: Volume bar transformations from raw data
In thanhuwe8/mladv: mladv - Machine Learning for Finance routines
Description
Usage
Arguments
Value
Examples
Description
Volume bar transformations from raw data
Usage
1
volumebarr(data, vol)
Arguments
data
a data.frame with follwing headers name: "Time", "Price", "Size", "cum_volume" and "ppt"
vol
integer number for volume level
Value
a data.frame in the form OHLC with ending date for each bar.
Examples
1
tranform_data <- volumebarr(SSI_data, 5000)
thanhuwe8/mladv documentation built on June 9, 2019, 9:26 p.m.
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Description Usage Arguments Value Examples
Description
Volume bar transformations from raw data
Usage
1 | volumebarr(data, vol)
|
Arguments
data |
a data.frame with follwing headers name: "Time", "Price", "Size", "cum_volume" and "ppt" |
vol |
integer number for volume level |
Value
a data.frame in the form OHLC with ending date for each bar.
Examples
1 | tranform_data <- volumebarr(SSI_data, 5000)
|
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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