paramConstraint: Internal function used in applyParameter function for process...

In braverock/quantstrat: Quantitative Strategy Model Framework

Internal function used in applyParameter function for process constraints on relationship between two parameter values. (deprecated)

Description

Basically is the same as sigComparison function in signal.R written by Brian, with minor change.

Usage

paramConstraint(
  label,
  data = mktdata,
  columns,
  relationship = c("gt", "lt", "eq", "gte", "lte", "op")
)

Arguments

label	text label to apply to the constraint
data	data to apply comparison to
columns	named columns to apply comparison to
relationship	one of c("gt","lt","eq","gte","lte","op") or reasonable alternatives

Details

Currently, this function compares two columns. Patches to compare an arbitrary number of columns would be gladly accepted.

Comparison will be applied from the first to the second column in the columns vector.

Relationship 'op' means 'opposite' side. Reasonable attempt will be made to match.

braverock/quantstrat documentation built on Sept. 15, 2023, 11:32 a.m.