BestSide: Best Side Strategy Calculator

Description Usage Arguments Examples

Description

According to the Expected Payoff this function calculate, given a certain strategy, the side (Long/Short) that worked better.

Usage

1
BestSide (signal, ret)

Arguments

signal

a xts object vector containing Long/Short signals

ret

a xts object vector containing strategy returns

Examples

1
##no examples

Michele1973/TAaUF documentation built on May 29, 2019, 4:44 a.m.