aqFilterOHLCSD

an input Open/High/Low/Close/Volume dataset

ohlcv

the amount of standard deviations a
  value has to be off, to be considered errenuous data

sdFilterAmount


Removes outliers based on standard deviation filters.
Overwrites these with the open value.


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: Removes outliers based on standard deviation filters. Overwrites these with the open value.

Description

Usage

Arguments

Value