getParameters: Get strategy function parameters from 'Strategy'-object

In Strategy: Generic Framework to Analyze Trading Strategies

Description

Gets the strategy function parameters of an object of class Strategy that were used for strategy calculation.

Usage

getParameters(object, use.backtest = FALSE)

## S4 method for signature 'Strategy'
getParameters(object, use.backtest = FALSE)

Arguments

object	An object of class Strategy.
use.backtest	If set to TRUE, the calibrated parameters of the backtest are returned. Requires backtest to be executed first.

Examples

##Not run:

# MA(200)-Strategy
params <- list(k=200)
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params)

# Get parameters from MA(200)-Strategy
getParameters(myStrat.MA)

##End(Not run)

Example output

$k
[1] 200

$threshold
[1] 0

$period
[1] "none"

Strategy documentation built on May 2, 2019, 2:09 a.m.