add.distribution: Adds a distribution to a paramset in a strategy

In cloudcello/quantstrat: Quantitative Strategy Model Framework

Description

Creates a distribution in paramset, where a distribution consists of the name of a variable in a strategy component plus a range of values for this variable.

Usage

add.distribution(strategy, paramset.label, component.type, component.label,
  variable, weight = NULL, label, store = TRUE)

Arguments

strategy	the name of the strategy object to add the distribution to
paramset.label	a label uniquely identifying the paramset within the strategy
component.type	one of c('indicator', 'signal', 'order', 'enter', 'exit', 'chain')
component.label	a label identifying the component. must be unique per component type
variable	the name of the variable in the component
weight	vector
label	a label uniquely identifying the distribution within the paramset
store	indicates whether to store the strategy in the .strategy environment

Author(s)

Jan Humme

See Also

add.distribution.constraint, delete.paramset, apply.paramset

cloudcello/quantstrat documentation built on May 13, 2019, 8:05 p.m.