add.constraint: Adds a constraint on 2 distributions within a paramset

Description Usage Arguments Author(s) See Also

Description

Creates a constraint on 2 distributions in a paramset, i.e. a restriction limiting the allowed combinations from the ranges for distribution 1 and distribution 2.

Usage

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  add.constraint(strategy, paramset.label,
    distribution.label.1, distribution.label.2, operator,
    label, store = TRUE)

Arguments

strategy

the name of the strategy object to add the constraint to

paramset.label

a label uniquely identifying the paramset within the strategy

distribution.label.1

a label identifying the first distribution

distribution.label.2

a label identifying the second distribution

operator

an operator specifying the relational constraint between the 2 distributions

label

a label uniquely identifying the constraint within the paramset

store

indicates whether to store the strategy in the .strategy environment

Author(s)

Jan Humme

See Also

add.distribution, delete.paramset, apply.paramset


redmode/quantstrat documentation built on May 27, 2019, 4:04 a.m.