ScalpFVInd: Creates the indicator for a Spread Scalping Strategy
In helenristov/aCompiler: What the package does (short line)
Description
Usage
Arguments
Author(s)
Description
Generates a fixed price scalp indicator for a given data set. This inidcator is typically used to scalp around a stationary price series.
Usage
1
ScalpFVInd(Data, Vol, InitVolFactor, MaxVolFactor, AdjFactor)
Arguments
Data
Single price series to generate a scalping FV indicator.
Vol
The volatility measure for the given data above
InitVolFactor
The multiplier of the Vol that determines the initial entry price.
MaxVolFactor
The multiplier of the Vol that determines the max position price.
AdjFactor
The amount that a price should be adjusted when the price exceeds the max price limit.
Author(s)
Nicholas Dregne
helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.
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Description Usage Arguments Author(s)
Description
Generates a fixed price scalp indicator for a given data set. This inidcator is typically used to scalp around a stationary price series.
Usage
1 | ScalpFVInd(Data, Vol, InitVolFactor, MaxVolFactor, AdjFactor)
|
Arguments
Data |
Single price series to generate a scalping FV indicator. |
Vol |
The volatility measure for the given data above |
InitVolFactor |
The multiplier of the Vol that determines the initial entry price. |
MaxVolFactor |
The multiplier of the Vol that determines the max position price. |
AdjFactor |
The amount that a price should be adjusted when the price exceeds the max price limit. |
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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