setBetasByMoney: Set/Get betasByMoney variable

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

Description

This variable is responsible for how spread will be trades. If it is TRUE then coefficients before trade will be update in according to current prices in table data_raw. For example, if coefs is c(0.5, -0.5) and prices c(10, 100) and money is 1000, then position will be opened with assets amount c(50, -5). But if variable is FALSE, then assets amount will be c(9, -9). If betasByMoney is TRUE, then option from setBetasInt will be ignored.

Usage

getBetasByMoney(this)

setBetasByMoney(this, x, price)

## S3 method for class 'modelStrategy'
setBetasByMoney(this, x, price = quote(data_raw[i - 1,
  ]))

## S3 method for class 'modelStrategy'
getBetasByMoney(this)

Arguments

this	modelStrategy
x	logical
price	quote, price of each intrument in moment i

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