hlc | Hierarchical link clustering of Ahn et al | Machine Learning library
kandi X-RAY | hlc Summary
kandi X-RAY | hlc Summary
Hierarchical link clustering of Ahn et al (2010) - alternative Python implementation
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Top functions reviewed by kandi - BETA
- Merges two edges
- Merge two vertices together
- Returns True if self is smaller than other
- Main entry point
- Process a file
- Run an iterative iteration
- Compute the similarity score for each edge
- Run an edge similarity test
- Run the regression algorithm
- Check if the graph supports similarity
hlc Key Features
hlc Examples and Code Snippets
Community Discussions
Trending Discussions on hlc
QUESTION
When I compare the 2 methods, SMA()
needs close price as first parameter in xts format and DonchianChannel()
needs HL in xts format. However the usage is Cl(mktdata)
for SMA vs HLC(mktdata)[, 1:2]
for DonchianChannel()
.
Why is this so? why cannot i just use HLC(mktdata)
?
ANSWER
Answered 2022-Jan-19 at 11:45HLC(mktdata)
returns a 3 column xts object (High, Low and Close columns), but in DonchianChannel(HL = )
, HL
expects 2 columns, containing the high and low prices, or just 1 column (of say close prices). Not 3 columns.
Look at the source code of the function and you'll see the # of columns guard at the start:
QUESTION
Question 1: I am trying to use the ATR indicator in quantstrat. I am getting error Error in try.xts(HLC, error = as.matrix) : argument "HLC" is missing, with no default
...ANSWER
Answered 2022-Jan-14 at 06:48Your arguments
list is not right for the ATR()
indicator. There is no argument named "atrx" for ATR
. Look at formals(ATR)
/ the function definition for ATR
to see the correct parameter names.
This fixes the issue:
QUESTION
I have 2 symbols in my backtest. I am adding indicator donchianchannel. However when i plot it, add_TA( mktdata$high.DCH, col = 6, lwd = 1.5,on=TRUE) does not pass the associated symbol's data and i end up getting the same data plotted for both the symbols.
...ANSWER
Answered 2022-Jan-12 at 02:00Try this instead, at the end of your example :
QUESTION
I want to create market profile from 30 minute data. And rather than letters i want the sum of letters at a price (example: a price 2500.00 = 'abcdefg' will instead be 2500.00 = 7)
market profile is the concept of showing price on the vertical axis and time on the horizontal axis and each letter denotes 30 minutes of trading activity
for example :
9:30 to 9:59 = 'a'
10:00 to 10:29 = 'b'
10:30 to 10:59 = 'c'
and so on till the end of trading day, with every 30minute being given a new letter
and let say at 9:30 to 9:59 the High is 2505 and Low is 2502 then it will show as
2505 = a
2504 = a
2503 = a
2502 = a
2501 =
2500 =
and let say at 10:00 to 10:29 the High is 2503 and Low is 2500 then it will show as
2505 = a
2504 = a
2503 = ab
2502 = ab
2501 = b
2500 = b
and let say at 10:30 to 10:59 the High is 2502 and Low is 2500 then it will show as
2505 = a
2504 = a
2503 = ab
2502 = abc
2501 = bc
2500 = bc
Now what i want is the sum of letter at each price for each day. To do so i have created a list containing data.table that contains 30m bar data for one day so that is around 40+ rows per data.table. And i have created a corresponding list which contains the Low price to High price sequence by .25 for corresponding day.
And what the code is doing is seeing if the Low and High for each 30m bar data(in 'es.d') is lower and higher than each price from Low to High(in 'es.mp') and if so it means within that 30m the price did trade there and hence +1 to the tpo column next to price in 'es.mp'
so the example in letters above would look like
2505 = 1
2504 = 1
2503 = 2
2502 = 3
2501 = 2
2500 = 2
'es.d' is the list containing 30m data for a day
...ANSWER
Answered 2022-Jan-11 at 16:58It sounds like you are looking for a frequency table showing how many 30m periods spanned various price points. Here is a quick dplyr/tidyr
approach. The crucial thing here is that the way you've set up your loops is highly nested and it doesn't take advantage of R's speed advantage for "vectorized" calculations: https://www.noamross.net/archives/2014-04-16-vectorization-in-r-why/ A vectorized answer relying on base R or data.table or (as I have done below) tidyverse syntax will be much faster than a nested loop.
First I make some fake data, in this case 30 days:
QUESTION
I am trying to start my application with the module-info in Eclipse but I get this exception that I do not understand, I have tried to run my application with No-Module but sometimes it works and when I restart the PC it does not work. Thanks. I am trying to start my application with the module-info in Eclipse but I get this exception that I do not understand, I have tried to run my application with No-Module but sometimes it works and when I restart the PC it does not work. Thanks.
Launcher.java:
...ANSWER
Answered 2021-Nov-30 at 09:44Error says:
QUESTION
Reference to the previous question to Filter Gmail body and paste in Spreadsheet
I had created below a google app script and set a trigger for after every 5 minutes:
...ANSWER
Answered 2021-Sep-07 at 07:27You might be reaching a script limitation. Possibly the custom function runtime.But it can be any, you should see an error if it didn't finish.
QUESTION
I was wondering if anyone could help me with this problem that has been plaguing me.
I am currently using Qt Creator with verion 5.11.3 Qt on Ubuntu to build a project. Every time I try to build I get the error "gl.h: No such file or directory".
The error occurs next to the line in my code that says "#include
I have ran the following code as well and it did not change the outcome
...ANSWER
Answered 2021-Jul-26 at 18:58Install the OpenGL dev support:
QUESTION
this is the original code for version 2 but after conversion the result totally different from the version 2. is there any mistake i make when do convert to version 3
im stuck in here for days i want the lines to be straight but , those are not straight as shows in picture below those line keeps changing in live market
...ANSWER
Answered 2021-May-15 at 14:40Why convert to 3 instead of 4?
I try convert to 4, i don't know is behaviour works as expected. btw, interesting script
QUESTION
So I have a form that executes a VBA script via a macro. The purpose of said script is to open Excel, create a new workbook, gather information from several tables and export them to a formatted spreadsheet. Each person has a sheet with their name, and the relevant data is printed in said sheet. It works perfectly for the most part. Only one problem... The table in Access where the name and demographics data is gathered from is formatted to sort by last name ascending alphabetically. The VBA script exports it in the order the names were entered. I want my VBA script to respect the formatting in the database table, and I would prefer not to have to add an alphabetizing subroutine to my VBA script.
Table A Format: ID, Active, Last, First, Role, Traveler, Resident, Preceptee, Phone, Completion
Table B Format: ID, Course, Course ID, Offered, HLC, Course Type
Last in Table A called "Roster" is the field with which I want my VBA script to sort alphabetically. The database is already configured to do this.
Thanks in advance!
VBA Code:
...ANSWER
Answered 2021-Apr-08 at 23:19Add an order by clause to your OpenRecordset statements.
QUESTION
Overview
I am trying to use this Python Zig Zag candlestick indicator (utilises High,Low,Close values) on financial data but the code below appears to have a bug.
Any help fixing this is appreciated or if there is another working Python module that provides this functionality please advise.
What is a Zig Zag indicator
"The Zig Zag indicator plots points on the chart whenever prices reverse by a percentage greater than a pre-chosen variable." Source
What have I tried
While searching for a Python zigzag indicator for candlestick charts the only code I could find was from this pull request.
...ANSWER
Answered 2021-Jan-25 at 11:22There is a small problem with Pivot Price
column of df
, your data set for_so.csv
already contains column Pivot Price
so you need to delete values in df['Pivot Price']
and set it to new values based on pivots
.
I have used the following code to create the correct 'Pivots'
and 'Pivot Price'
columns:
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Install hlc
You can use hlc like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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