addDistribution: Add distribution

In Vitalic57/stratbuilder2pub: It Provides Tools to Create and Backtest Financial Models

Description

Add distribution

This method add the same distribution to each model in list

Usage

addDistribution(this, paramset.label, component.type, component.label, variable,
  label)

## S3 method for class 'modelStrategy'
addDistribution(this, paramset.label, component.type,
  component.label, variable, label)

## S3 method for class 'list'
addDistribution(this, ...)

## S3 method for class 'modelPortfolio'
addDistribution(this, ...)

Arguments

this	model
paramset.label	character, label of paramset, this argument can be missed
component.type	character, one of the followng names: rule, indicator, params, lookback, lookforward, beta_fun
component.label	character, name of component, argument 'as' is resposible for that. You can write multiple labels. If component.type is equal to one of lookback, lookforward, beta_fun, then this argument should be missed
variable	list with only one element, for example list(n = 1:10)
label	character, name for this distribution
...	params for addDistribution

Examples

## Not run: 
addIndicator(this, args = list(name = BBands, HLC = quote(spread), n = 20, sd = 1), as = 'bb')
addDistribution(this,
    component.type = 'indicator',
    component.label = 'bb',
    variable = list(sd = seq(0.5,3,0.05)),
    label = 'bb.sd'
)

addRule(this, as = 'bb_up_dn',
     condition = (Lag(spread,1) > Lag(bb[ ,'up'],1)) &
                  (spread < bb[, 'up']) &
                  (spread > bb[ ,'mavg']) &
                  (abs(spread - bb[, 'mavg'])  > n) ,
     type = 'enter',
     args = list(n = 0.005),
     side = -1,
     oco = 'short')
addDistribution(this,
    component.type = 'rule',
    component.label = 'bb_up_dn',
    variable = list(n = seq(0.005,0.03,0.002)),
    label = 'my_distr'
)

## End(Not run)

Vitalic57/stratbuilder2pub documentation built on Dec. 18, 2019, 2:56 a.m.