stoch_oscilator_strategy_back_test: Back test on historical stock data
In mrepsilon/PawelKawskiPackage: Stock Analytics Package
Description
Usage
Arguments
Value
Examples
Description
This function is backtesting simple stochastic oscillator strategy on chosen stock data.
Function on its own is providing data to back tests from google finance.
Usage
1
2
stoch_oscilator_strategy_back_test(symbol, initial_portfolio, investment_size,
start_date, end_date)
Arguments
symbol
Symbol of a stock exchange data.
initial_portfolio
Initial amount of money involved in investment.
investment_size
Percentage size of portfolio which will be involved in every single
teoretic transaction during investment period.
start_date
Start date for back tests.
end_date
End date for back tests.
Value
A plot and statement for portfolio, during given period of tests.
Examples
1
2
stoch_oscilator_strategy_back_test("GOOG", 10000, 0.01, "2010-01-01", "2017-05-01")
stoch_oscilator_strategy_back_test("YHOO", 10000, 0.007, "2006-01-01", "2016-12-30")
mrepsilon/PawelKawskiPackage documentation built on May 21, 2019, 2:22 p.m.
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Description Usage Arguments Value Examples
Description
This function is backtesting simple stochastic oscillator strategy on chosen stock data. Function on its own is providing data to back tests from google finance.
Usage
1 2 | stoch_oscilator_strategy_back_test(symbol, initial_portfolio, investment_size,
start_date, end_date)
|
Arguments
symbol |
Symbol of a stock exchange data. |
initial_portfolio |
Initial amount of money involved in investment. |
investment_size |
Percentage size of portfolio which will be involved in every single teoretic transaction during investment period. |
start_date |
Start date for back tests. |
end_date |
End date for back tests. |
Value
A plot and statement for portfolio, during given period of tests.
Examples
1 2 | stoch_oscilator_strategy_back_test("GOOG", 10000, 0.01, "2010-01-01", "2017-05-01")
stoch_oscilator_strategy_back_test("YHOO", 10000, 0.007, "2006-01-01", "2016-12-30")
|
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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