newStrategyFunction: Create Own Strategy

Description Usage Arguments Examples

Description

Creates a strategy function template file. This file can be used as template for the development of customized strategies.

Usage

1

Arguments

name

String as name of the new function (without spaces).

file.path

Valid file path of existing directory where the new function shall be stored in format file.path/name.R.

overwrite

If the strategy file already exists, it will be overwritten if value is TRUE.

Examples

1
2
3
4
5
6
##Not run:

# Creates a file myNewStrat.R at the specific file path
newStrategyFunction(name="myNewStrat", file.path=getwd(), overwrite=T)

##End(Not run)

quants-ch/Strategy documentation built on May 26, 2019, 4:37 p.m.