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ALGO_HEREEEEEEEEEEEEEE.R

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+# Create list to keep track of transactions
+date <- rep(NA, 100)
+action <- rep(NA, 100)
+amount <- rep(NA, 100)
+
+transactions <- data.frame(date, action, amount)
+
+capital = 10000
+
+
+# In real life this would be a while loop to go through every day.
+# In this case we want to make a fixed for loop minimum 60 days to end
+i = 0 # iteration of for loop, 0 for now
+
+
+# Model that will be run daily in this case every increment
+df <- read.csv("C:\\Users\\david\\Downloads\\DAL_data_1.csv")
+df2 <- read.csv("C:\\Users\\david\\Downloads\\CLF_data_1.csv")
+CLF <- df %>%
+  semi_join(df2, by = "Date")
+
+DAL <- df2 %>%
+  semi_join(df, by = "Date")
+
+length(CLF$Close)
+length(DAL$Close)
+
+full_df <- data.frame(DAL, CLF)
+full_df$combined <- c((DAL$Close + CLF$Close) / 2)
+full_df$relative_strength <-((DAL$Close + CLF$Close)/2 - (DAL$Low + CLF$Low)/2) / ((DAL$High + CLF$High) /2 - (DAL$Low + CLF$Low)/2)
+full_df <- full_df[(length(full_df$Close) - 60):length(full_df$Close),]
+ts <- ts(full_df$combined)
+time <- time(ts)
+full_df$ts <- ts
+full_df$time <- time
+
+null <- lm(ts ~ 1)
+full <- lm(ts ~ full_df$time * full_df$Volume + cos(2*pi*time) + sin(2 * pi* time),full_df)
+step <- stepAIC(null, scope = list(upper = full), direction="both")
+
+model <- ar.yw(step$fitted.values)
+model$x.mean # mean estimate
+model$ar # phi1 and phi2 estimates
+sqrt(diag(model$asy.var.coef)) # their standard errors
+model$var.pred # error variance estimate
+
+# forecast
+model_pred <- predict(model, n.ahead = 30)
+U <- model_pred$pred + model_pred$se
+L <- model_pred$pred - model_pred$se
+
+# Code for buying or selling
+# First set up flags
+bought_before = F
+sold_before = F
+bought_first_time = F
+sold_first_time = F
+
+# Get Variable data
+residual = step$residuals[length(step$residuals)]
+total_price_open = full_df$Open[i] + full_df$Open.1[i]
+
+# If Else to buy or sell
+if ((sold_before = F) && (residual > 0 && residual <= 1) && (CLF$Open > U && DAL$Open > U)) {
+  # Sell for first time or after first time
+  if (sold_first_time = F) {
+    amt = capital * 0.10 * total_price_open
+    # 
+    sold_first_time = T
+  } else {
+    # second amount
+  }
+  transactions$date[i] <- i
+  transactions$action[i] <- 'sold'
+  transactions$amount <= amt
+
+  # Reset flags
+  sold_before = T
+  bought_before = F
+} else if ((bought_before = F) && (residual < 0 && residual >= 1))
+  if (bought_first_time = F) {
+    # amount
+    amt = 
+    bought_first_time = T
+  } else {
+    # second amount
+  }
+  transactions$date[i] <- i
+  transactions$action[i] <- 'bought'
+  transactions$amount <= amt
+} else {
+  print("ERROR!!!!!!!!!!!!!")
+}
+