signal.generate.statistics | R Documentation |
This function takes a list of matrix of post signal price changes and applies an user defined objective function on it.
signal.generate.statistics(post.ret, obj.fun = NULL, decreasing = TRUE)
post.ret |
|
obj.fun |
custom objective function for measuring signal goodness |
decreasing |
if |
objective function values
Michael Guan
apply.paramset.signal.analysis
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