backtest: Run the backtest with the specified parametrs

In jmayalag/seer: Stock prediction functions

Run the backtest with the specified parametrs

Description

Run the backtest with the specified parametrs

Usage

backtest(
  data,
  strat,
  cost,
  qty,
  sell_at_end = T,
  price_fun = quantmod::Op,
  debug = F
)

Arguments

data	xts data
strat	strategy list with the strat_fun
cost	trade cost
qty	order size
sell_at_end	sell at the end of the backtest.
price_fun	price function for buying and selling. By default, the opening price
debug	return additional data for debugging

jmayalag/seer documentation built on April 1, 2022, 3:01 p.m.