Strategy-class: 'Strategy'-Class
In quants-ch/Strategy: Generic Framework to Analyze Trading Strategies

An S4 class to store quantitative strategies and compute various performance figures.

prices: Price data of the assets. If return data was given within the constructor, starting at 100.
weights: Time series of class xts indicating row wise weights of the assets.
indicators: List of indicators of class xts.
strat: Name of the strategy function to be called. Could be a full file path to a custom strategy.
strat.params: List of parameters as input for the strategy function. List entry names should match parameter names.
stratFUN: Contains the custom strategy function or NULL.
plotFUN: Contains the custom strategy function or NULL.
filters: List with filtered price data (e.g. MA(200)-data).
signals: Time series with trading signals of class xts.
backtest.signals: Time series with trading signals of the backtest of class xts.
backtest.parameters: List of parameters of the backtest.
backtest.setup: Matrix showing the backtest preferences.
volume: Numeric vector indicating the initial investment volume per asset.
costs.fix: Numeric vector indicating the fixed costs per trade per asset.
costs.rel: Numeric vector indicating the relative costs per trade per asset.