addRuleConstraint: Add rule's constraint

In Vitalic57/stratbuilder3gen: Package Provides Tools to Create and Backtest Financial Models

Add rule's constraint

Description

Add rule's constraint

Usage

## S3 method for class 'Strategy'
addRuleConstraint(
  this,
  expr,
  name,
  lookback = 0,
  args = list(),
  rules,
  rule_type
)

Arguments

this	Strategy
expr	expression
name	character, name of signal
lookback	numeric / expression, how many periods is needed for calculation signal
args	list, parameters for a signal
rules	character vector, names of rules
rule_type	character, type is 'exit' or 'enter'. If it is not missed it will be applied to all rules in this group, rules argument will be ignored.

Vitalic57/stratbuilder3gen documentation built on March 30, 2022, 6:58 a.m.