setBeta: Set rule for calculating spread.

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

Description

Set rule for calculating spread.

Set rule for calculating spread.

Usage

setBeta(this, fun, args = NULL, lookback, by_money)

## S3 method for class 'modelStrategy'
setBeta(this, fun, args = NULL, lookback, by_money)

Arguments

this	modelStrategy
fun	function, it calculates coefs for spread
args	list, arguments in setBeta function
lookback	numeric, lookback for calculating coefficients, how many periods should be in data
by_money	logical, if it is TRUE then coefficients will be interpreted as money position in instruments, else in pieces
this	modelStrategy
fun	function / numeric vector, it calculates coefs for spread
args	list/NULL, default arguments for fun

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