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

In redmode/quantstrat: Quantitative Strategy Model Framework

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

  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.