get_profit_factorDF

Calculation of profit factor using dplyr verbs
<a href="https://lifecycle.r-lib.org/articles/stages.html#superseded"><img src="figures/lifecycle-superseded.svg?package=lazytrade&version=0.5.4" alt="[Superseded]"></a>

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://vantharp.com/>,
Reinforcement Learning R package: <https://CRAN.R-project.org/package=ReinforcementLearning>.

Vladimir Zhbanko

lazytrade

Learn Computer and Data Science using Algorithmic Trading

get_profit_factorDF function

<dl><dt>x</dt>
<dd><ul>
<li>data frame with orders. Note x must contain MagicNumber and Profit columns!</li>
</ul></dd>
<dt>num_orders</dt>
<dd><ul>
<li>desired number of orders to base profit factor calculation</li>
</ul></dd></dl>

Arguments

Calculation of profit factor using dplyr verbs
<a href='https://lifecycle.r-lib.org/articles/stages.html#superseded'><img src='figures/lifecycle-superseded.svg' alt='[Superseded]' /></a>

Function that returns the profit factors of the systems in a form of a DataFrame — get_profit_factorDF

<dl>

<dt>x</dt>
<dd><ul>
<li>data frame with orders. Note x must contain MagicNumber and Profit columns!</li>
</ul></dd>


<dt>num_orders</dt>
<dd><ul>
<li>desired number of orders to base profit factor calculation</li>
</ul></dd>

</dl>

get_profit_factorDF: Function that returns the profit factors of the systems in a form of a DataFrame

Description

Usage

Value

Arguments

Examples