addPM: Creator for position manager.

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

Description

Creator for position manager.

Usage

addPM(this, ...)

## S3 method for class 'modelStrategy'
addPM(this, as, increase = list(cond = quote(FALSE),
  expr = quote({ })), decrease = list(cond = quote(FALSE), expr = quote({ })),
  rebalance = list(cond = quote(FALSE), expr = quote({ })),
  change = list(cond = quote(FALSE), expr = quote({ })), close = list(cond =
  quote(FALSE)), oco, args = list(), rule_name = NULL, ...)

Arguments

this	modelStrategy
...	params
as	character, name
increase	list, the first argument is resposible for condition when this rule will work, the second argument is expression that must calculate size of position(mult_delta)(how many spreads it needs to be bought). In another words the last row must contain 'mult_delta <- ...'. Or you could define 'money' variable. It should be equal to current amount of money in position after execution of the rule.
decrease	list, see increase, in expr quote beta_new must be defined
rebalance	list, see increase, in expr quote beta_new must be defined
change	list, see increase, in expr quote mult_delta must be defined
close	list, see increase
oco	charcter, name of namespace
args	list, arguments of that manager
rule_name	character, if it is determined, then this manager will be addicted to rule by this name and params of this rule will be applied.

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