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 |
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
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