Table with indicators and price change which is used to train model

datasets

Provide sets of functions and methods to learn and practice data science using idea of algorithmic trading.
Main goal is to process information within "Decision Support System" to come up with analysis or predictions.
There are several utilities such as dynamic and adaptive risk management using reinforcement learning
and even functions to generate predictions of price changes using pattern recognition deep regression learning.
Summary of Methods used: Awesome H2O tutorials: <https://github.com/h2oai/awesome-h2o>,
Market Type research of Van Tharp Institute: <https://www.vantharp.com/>,
Reinforcement Learning R package: <https://CRAN.R-project.org/package=ReinforcementLearning>.

Vladimir Zhbanko

lazytrade

Learn Computer and Data Science using Algorithmic Trading

y function

A dataframe with several columns<dl class="dl-horizontal">
 <dt>X1</dt><dd>Time index</dd>
 <dt>X2</dt><dd>Closed price now</dd>
 <dt>X3</dt><dd>Closed price 34 bars ago</dd>
 <dt>X4-X19</dt><dd>Series of Indicator values</dd>
 <dt>LABEL</dt><dd>Price difference, difference between X3 and X2</dd>
</dl>

Format

Table with indicators and price change which is used to train model — y

A dataframe with several columns<dl class='dl-horizontal'>
 <dt>X1</dt><dd>Time index</dd>
 <dt>X2</dt><dd>Closed price now</dd>
 <dt>X3</dt><dd>Closed price 34 bars ago</dd>
 <dt>X4-X19</dt><dd>Series of Indicator values</dd>
 <dt>LABEL</dt><dd>Price difference, difference between X3 and X2</dd>
</dl>

y: Table with indicators and price change which is used to train model

Description

Usage

Arguments

Format