make_order_pct: Make Orders based on Portfolio Percent
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
Description
Usage
Arguments
Value
Description
Make orders based on portfolio percentages
Usage
1
2
make_order_pct(initial.capital, capital, holdings, prices, current.shares, pct,
brokerage = 0.001)
Arguments
initial.capital
total capital to invest
capital
current capital in hand
holdings
current holdings in dollar values for symbol
prices
current prices of symbol
current.shares
current number of units of symbol
pct
target percent of total portfolio to invest
brokerage
brokerage fees in percentage
Value
A list of updated values for current status of the symbol
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.
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Description Usage Arguments Value
Description
Make orders based on portfolio percentages
Usage
1 2 | make_order_pct(initial.capital, capital, holdings, prices, current.shares, pct,
brokerage = 0.001)
|
Arguments
initial.capital |
total capital to invest |
capital |
current capital in hand |
holdings |
current holdings in dollar values for symbol |
prices |
current prices of symbol |
current.shares |
current number of units of symbol |
pct |
target percent of total portfolio to invest |
brokerage |
brokerage fees in percentage |
Value
A list of updated values for current status of the symbol
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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