gridTrade.IF: grid trading with index futures
In QuantAndrew/quantbox: Auxiliary toolbox for quant research.
Description
Usage
Author(s)
Examples
Description
grid trading with index futures
Usage
1
gridTrade.IF(indexID, begT, endT = Sys.Date() - 1, para)
Author(s)
Andrew Dow
Examples
1
2
3
4
5
indexID <- 'EI000905'
begT <- as.Date('2015-09-01')
endT <- Sys.Date()-1
para <- list(total=5e6,initPos=2,posChg=1,bar=0.1,tradeCost=1/1000)
re <- gridTrade.IF(indexID,begT,endT,para)
QuantAndrew/quantbox documentation built on May 8, 2019, 3:50 a.m.
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.
Description Usage Author(s) Examples
Description
grid trading with index futures
Usage
1 | gridTrade.IF(indexID, begT, endT = Sys.Date() - 1, para)
|
Author(s)
Andrew Dow
Examples
1 2 3 4 5 | indexID <- 'EI000905'
begT <- as.Date('2015-09-01')
endT <- Sys.Date()-1
para <- list(total=5e6,initPos=2,posChg=1,bar=0.1,tradeCost=1/1000)
re <- gridTrade.IF(indexID,begT,endT,para)
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.