add.distribution: Adds a distribution to a paramset in a strategy

Description Usage Arguments Author(s) See Also

Description

Creates a distribution in paramset, where a distribution consists of the name of a variable in a strategy component plus a range of values for this variable.

Usage

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add.distribution(strategy, paramset.label, component.type, component.label,
  variable, weight = NULL, label, store = TRUE)

Arguments

strategy

the name of the strategy object to add the distribution to

paramset.label

a label uniquely identifying the paramset within the strategy

component.type

one of c('indicator', 'signal', 'order', 'enter', 'exit', 'chain')

component.label

a label identifying the component. must be unique per component type

variable

the name of the variable in the component

label

a label uniquely identifying the distribution within the paramset

weight

vector

store

indicates whether to store the strategy in the .strategy environment

Author(s)

Jan Humme

See Also

add.distribution.constraint, delete.paramset, apply.paramset


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