OHLC data could contain outliers. This function uses a simple stdev data evaluation to clear data outliers. Data outliers are overwritten with the open value.

utilities

aqFilterOHLCSD

This R extension provides methods to use a standalone
        ActiveQuant Master Server from within R. Currently available
        features include fetching and storing historical data,
        receiving and sending live data.  Several utility methods for
        simple data transformations are included, too. For support
        requests, please join the mailing list at
        https://r-forge.r-project.org/mail/?group_id=1518

aqFilterOHLCSD: Trivial stdev filter

Description

Usage

Arguments