perform: Simulate strategy

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

Simulate strategy

Description

Simulate strategy

Usage

perform(
  this,
  start,
  end,
  closeAllPositionsAtTheEnd,
  index,
  install,
  calc_reports,
  ...
)

Arguments

this	Strategy
start	numeric / Date / character, index of modelData where calculation starts
end	numeric / Date / character, index of modelData whre calculation ends
closeAllPositionsAtTheEnd	bool, if true, then strategy closes all positions at the end of simulation
index	numeric, index of backtesting param
install	logical, install params in this model or create new one
calc_reports	logical whether calculate reports right after backtest or not
...	args

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