Learn Computer and Data Science using Algorithmic Trading

aml_collect_data | Function to read new data, transform data, save data for... |

aml_make_model | Function to train Deep Learning regression model for a single... |

aml_score_data | Function to score new data and predict change for each single... |

aml_test_model | Function to test the model and conditionally decide to update... |

check_if_optimize | Function check_if_optimize. |

create_labelled_data | Create labelled data |

create_transposed_data | Create Transposed Data |

data_trades | Table with Trade results samples |

decrypt_mykeys | Function that decrypt encrypted content |

EURUSDM15X75 | Table with indicator and price change dataset |

evaluate_macroeconomic_event | Function used to evaluate market type situation by reading... |

evaluate_market_type | Function to score data and predict current market type using... |

generate_RL_policy | Function performs RL and generates model policy |

generate_RL_policy_mt | Function performs RL and generates model policy for each... |

get_profit_factorDF | Function that returns the profit factors of the systems in a... |

import_data | Import Data file with Trade Logs to R. |

import_data_mt | Import Market Type related Data to R from the Sandbox |

indicator_dataset | Table with indicator dataset |

load_asset_data | Load and Prepare Asset Data |

log_RL_progress | Function to log RL progress. |

log_RL_progress_mt | Function to log RL progress, dedicated to Market Types |

macd_df | Table with one column indicator dataset |

policy_tr_systDF | Table with Market Types and sample of actual policy for those... |

price_dataset | Table with price dataset |

profit_factor | Calculate Profit Factor |

profit_factor_data | Table with Trade results samples |

profit_factorDF | Table with Trade results samples |

record_policy | Record Reinforcement Learning Policy. |

record_policy_mt | Record Reinforcement Learning Policy for Market Types |

result_prev | Table with one column as result from the model prediction |

result_R | Table with predicte price change |

self_learn_ai_R | Function to train Deep Learning regression model |

test_data_pattern | Table with several columns containing indicator values and... |

test_model | Test model using independent price data. |

to_m | Convert time series data to matrix with defined number of... |

TradeStatePolicy | Table with Trade States and sample of actual policy for those... |

trading_systemDF | Table with trade data and joined market type info |

write_command_via_csv | Write csv files with indicated commands to the external... |

writeCommandViaCSV | Write csv files with indicated commands to the external... |

write_control_parameters | Function to find and write the best control parameters. |

write_control_parameters_mt | Function to find and write the best control parameters. |

x_test_model | Table with a dataset to test the Model |

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