proportionOs: Function for volume in rule
In Vitalic57/stratbuilder2pub: It Provides Tools to Create and Backtest Financial Models
Description
Usage
Arguments
Value
Description
How many sum(price \* abs(beta)) in money \* proportion
Usage
1
proportionOs(beta, money, proportion, price, ...)
Arguments
beta
numeric vector, coefficients of spread
money
numeric, all money that strategy has
proportion
numeric, number between 0 and 1, how much money we can use in rule
price
current price of instruments
...
additional args
Value
numeric multiplier( how much minimal position to buy)
Vitalic57/stratbuilder2pub documentation built on Dec. 18, 2019, 2:56 a.m.
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Description Usage Arguments Value
Description
How many sum(price \* abs(beta)) in money \* proportion
Usage
1 | proportionOs(beta, money, proportion, price, ...)
|
Arguments
beta |
numeric vector, coefficients of spread |
money |
numeric, all money that strategy has |
proportion |
numeric, number between 0 and 1, how much money we can use in rule |
price |
current price of instruments |
... |
additional args |
Value
numeric multiplier( how much minimal position to buy)
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.
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