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What you appear to be doing is actually an auto-regressive (AR) model, so perhaps you can benefit from using existing models like ARIMA R already has great implementations for.


You need to assign each of the target variables to their own column and then train a model for each of your forecast horizons library(quantmod) symbol= getSymbols("AAPL",from="2010-03-01", auto.assign=F) close<-Cl(symbol) open<-Op(symbol) lc1<-lag(close) lc2<-lag(close,2) lc3<-lag(close,3) lo1<-lag(open) lo2<-lag(open,2) ...


From what I know OTC has their data provided to them by EDGAR, which provides solutions such as API's which can be used to acces things like historical market data. the following website should deliberate on this further The following gives more specific API information for ...


Take a look on POCO. This is really good library. Another link I consider you should to check is ACE. You may find it a bit outdated and hard to understand from first try but concept is very close to MINA and NIO.

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