modelPortfolio: creates modelPortfolio object

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

Description

creates modelPortfolio object

Usage

modelPortfolio(..., w = NULL, money_function = NULL, copy = TRUE)

Arguments

...	list of models / model in each argument
w	numeric type, coefficients strategy in portfolio, example: w = c(1,2)
money_function	function type or const, three options are possible
copy	logical, if TRUE then method will copy all models passed to it 1) money_function = A = const, all strategies will get A money 2) money_function = scalar function, all strategies will get money_function(start_money_in_strategy) money, example: min 3) money_function = vector function, strategies[i] will get money_function(start_money_in_strategy)[i] money, example: function { 200 + start_money_in_strategy}

Value

modelPortfolio object

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