applyStrategy: apply the strategy to arbitrary market data
In cloudcell/quantstrat: Quantitative Strategy Model Framework

Description Usage Arguments Details See Also

This function is the wrapper that holds together the execution of a strategy.

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applyStrategy(strategy, portfolios, mktdata = NULL, parameters = NULL, ...,
  debug = FALSE, symbols = NULL, initStrat = FALSE, updateStrat = FALSE,
  initBySymbol = FALSE, gc = FALSE, delorders = FALSE)

`strategy`	an object of type 'strategy' to add the indicator to
`portfolios`	a list of portfolios to apply the strategy to
`mktdata`	an xts object containing market data. depending on indicators, may need to be in OHLCV or BBO formats, default NULL
`parameters`	named list of parameters to be applied during evaluation of the strategy, default NULL
`...`	any other passthru parameters
`debug`	if TRUE, return output list
`symbols`	character vector identifying symbols to initialize a portfolio for, default NULL
`initStrat`	whether to use (experimental) initialization code, default FALSE
`updateStrat`	whether to use (experimental) wrapup code, default FALSE
`initBySymbol`	whether to load and initialize each instrument within the `Symbols` loop. See `initSymbol` for details on how to run a custom function. Moreover, if the argument `Interval` is available (as passthrough to `updatePortf` via `updateStrat`), each instrument is downsampled to the frequency specified by `Interval` for the purpose of marking the Portfolio. Notice that this happenes only after the strategy has been applied.
`gc`	if TRUE, call `gc` after each symbol run, default FALSE (experimental)
`delorders`	if TRUE, delete the order book for a symbol at the end of the symbols loop, will cause issues with rebalancing, default FALSE (experimental)

After the straetgy object has been created, it may be applied to any combination of symbols and parameters.

The symbols to be utilized will be defined in one of two ways, either by specifying a name of a portfolio that has already been initialized with the portfolios argument, or be specifying a symbols argument in addition to setting initStrat=TRUE.

applyStrategy will use the R core function get to load market data for each symbol during stategy evaluation unless the user passes mktdata in the call to applyStrategy

strategy, applyIndicators, applySignals, applyRules, initStrategy,