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_SECTION_BEGIN("Regression Prediction"); | |
//------------------------------------------------------------------------------ | |
// | |
// Formula Name: AR_Prediction.afl | |
// Author/Uploader: Mich. - tom_borgo [at] hotmail.com | |
// E-mail: | |
// Date/Time Added: 2006-11-18 20:09:10 | |
// Origin: | |
// Keywords: ar,prediction,cycle,fft,spectrum,regression,burg | |
// Level: basic |
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AFL CODE FOR TRADING (VERSION: V7) | |
********** | |
_SECTION_BEGIN("TRADE"); | |
Filename = _DEFAULT_NAME(); | |
SubmitOrders = True; | |
Tracing = False; | |
MarketON=093000; TradeON = 094000; TradeOFF =153000; MarketOFF=160000; LM=155500; | |
US_ON = TimeNum() >= 093000 AND TimeNum() <=160000; | |
US_OFF = TimeNum() > 160000 ;//day's over*/ | |
US_Trade_On=TimeNum() >= 094000 AND TimeNum() <=153000; |
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#!/usr/bin/env python | |
class BidAskParseError(Exception): pass | |
import datetime | |
from twisted.internet import reactor | |
from twisted.protocols.basic import LineReceiver | |
from twisted.internet.protocol import ClientFactory | |
class ExampleClient(LineReceiver): |
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garchAutoTryFit = function( | |
ll, | |
data, | |
trace=FALSE, | |
forecast.length=1, | |
with.forecast=TRUE, | |
ic="AIC", | |
garch.model="garch" ) | |
{ | |
formula = as.formula( paste( sep="", |
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R_LIBS_USER="~/R" |