SimpleReturn: Calculate Simple Price to Price Return
In TickExec: Execution Functions for Tick Data Back Test
Description
Usage
Arguments
Value
Description
Used to calculate close-to-close, open-to-close, etc, returns from given
price matrices. Duration can be 0 or any positive integers.
Usage
1
SimpleReturn(priceFrom, priceTo, diff = 0)
Arguments
priceFrom
A matrix with the beginning prices.
priceTo
A matrix with the ending prices.
diff
Number of rows for the two matrices' dislocation.
Value
A matrix, of corresponding returns.
TickExec documentation built on May 2, 2019, 9:58 a.m.
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Description Usage Arguments Value
Description
Used to calculate close-to-close, open-to-close, etc, returns from given price matrices. Duration can be 0 or any positive integers.
Usage
1 | SimpleReturn(priceFrom, priceTo, diff = 0)
|
Arguments
priceFrom |
A matrix with the beginning prices. |
priceTo |
A matrix with the ending prices. |
diff |
Number of rows for the two matrices' dislocation. |
Value
A matrix, of corresponding returns.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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