IncrCapture: Incr Capture
In helenristov/aCompiler: What the package does (short line)
Description
Usage
Arguments
Details
Author(s)
Description
Internal Function That Calculates a Incr Profit Given a Specific Incr Size
Usage
1
IncrCapture(TickCount, slippage = 0)
Arguments
TickCount
A tick count series.
slippage
Optional factor that penalizes the assumption of perfect execution by a percentage of the increment
Details
This calculation is very crude as it assumes all increments can be held forever and there is no puke point.
Author(s)
Nicholas Dregne
helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.
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Description Usage Arguments Details Author(s)
Description
Internal Function That Calculates a Incr Profit Given a Specific Incr Size
Usage
1 | IncrCapture(TickCount, slippage = 0)
|
Arguments
TickCount |
A tick count series. |
slippage |
Optional factor that penalizes the assumption of perfect execution by a percentage of the increment |
Details
This calculation is very crude as it assumes all increments can be held forever and there is no puke point.
Author(s)
Nicholas Dregne
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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