Description Usage Arguments Details Note Examples
Generate stops for a given stock using the SMIF's Volatility Adjusted Leg Out Strategy. Stops are generated as of a user given date which, if ommitted, defaults to the current date.
1 |
ticker |
Character; ticker of the stock to generate stops for |
date |
Character (or Date); date of the day to generate the VALOS stops.
Defaults to |
per |
Logical; should the stops be returned in percentage terms. Defaults
to |
Stops can be returned in percentage terms (i.e. c(-0.1, -0.2, -0.3)
)
or in dollar terms based on the most recent price available at the date the
stops were generated (i.e. c(54, 48, 42)
), in US dollars. Stops are
calculated using the current official version of VALOS. This allows for the
possibility of there being only one stop returned for the stock (as is
allowed by our current version of VALOS).
The SMIF VALOS formula is currently undergoing a review and a finalized change is likely before November 15th. After that, past VALOS stops calculated by this function may or may not return the old version of VALOS or the newer version of VALOS. Post-revision runnings for date >= date(revision) will use the newer VALOS formula.
1 2 3 | ## Not run:
valos("CELG", per = TRUE)
## End(Not run)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.