paramConstraint: Internal function used in applyParameter function for process...
In cloudcello/quantstrat: Quantitative Strategy Model Framework

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

1 2	paramConstraint(label, data = mktdata, columns, relationship = c("gt", "lt", "eq", "gte", "lte", "op"))

`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

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.

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

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