backtest: Run a backtest on a strategy object
In jonaselm/fluxcapacitor: A Quantitative Backtesting Engine

Description Usage Arguments Details Value

This function performs a backtest on a compiled strategy object, and returns the same strategy object with trade data included.

1 2	backtest(strategy_object, ordersize = 100, use_price = "CLOSE", tx_fees = 0, init_equity = 1e+05, prior_tests = 0, progress = TRUE)

`strategy_object`	strategy_object a strategy object
`ordersize`	the number of shares that will be traded per transaction
`use_price`	the price column to prefer for transactions
`tx_fees`	transaction fees
`init_equity`	starting cash value
`prior_tests`	the number of tests done on the data before backtesting (usually zero.)
`progress`	TRUE/FALSE. Specifies whether a progress bar should be displayed in the console during backtest.

Backtesting tracks the number of tests done on data to quantify the risks of overfitting due to multiple testing. If a strategy parameter has been optimized using the optimize function prior to backtesting the final strategy, tests should be set to the total number of values in the optimize_range parameter used with that function during that step.

a strategy object

jonaselm/fluxcapacitor documentation built on May 16, 2019, 2:53 a.m.