Description Usage Arguments Value
Removes outliers based on standard deviation filters. Overwrites these with the open value.
1 | aqFilterOHLCSD(ohlcv, sdFilterAmount = 10)
|
ohlcv |
an input Open/High/Low/Close/Volume dataset |
sdFilterAmount |
the amount of standard deviations a value has to be off, to be considered errenuous data |
retuns a filtered ohlcv object
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