if ((min(which((retail_stocks$ratio > (m + k*s)) == TRUE))) < (min(which((retail_stocks$ratio < (m - k*s)) == TRUE)))) {
pos$open[i] <- min(which(retail_stocks$ratio > (m + k*s)));
pos$close[i] <- min(which(retail_stocks$ratio <= m))
} else {
pos$open[i] <- min(which(retail_stocks$ratio < (m - k*s)))
}
Если условие выполнено, я хочу заполнить pos$open первым индексом, для которого оно истинно, тогда мне нужно знать, где находится точка закрытия, это первый раз, когда цена акции пересекает среднееснова.
Этого просто не может быть retailstock$ratio <= m;потому что это должен быть более поздний / более высокий индекс, чем точка открытия. Затем мне нужно найти следующую открытую точку, которая является либо первым значением, в котором ratio > mean + k *sd или ratio < mean - k*s;после последней точки открытия / закрытия, а затем мне нужно найти следующую точку закрытия;какой индекс должен быть выше последней точки открытия.
Я должен повторять это до конца набора данных. Я как бы застрял на том, как это реализовать.
structure(list(date = structure(c(7306, 7307, 7308, 7309, 7312,
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