applyStrategy.rebalancing: apply the strategy to arbitrary market data, with periodic...

In redmode/quantstrat: Quantitative Strategy Model Framework

Description

This function is the wrapper that holds together the execution of a strategy with rebalancing rules.

Usage

applyStrategy.rebalancing(strategy, portfolios, mktdata = NULL,
  parameters = NULL, ..., verbose = TRUE, symbols = NULL,
  initStrat = FALSE, updateStrat = FALSE)

Arguments

strategy	an object of type 'strategy' or the name of a stored strategy to apply
portfolios	a list of portfolios to apply the strategy to
mktdata	an xts object containing market data. depending on indicators, may need to be in OHLCV or BBO formats, default NULL
parameters	named list of parameters to be applied during evaluation of the strategy, default NULL
...	any other passthru parameters
verbose	if TRUE, return output list
symbols	character vector identifying symbols to initialize a portfolio for, default NULL
initStrat	whether to use (experimental) initialization code, default FALSE
updateStrat	whether to use (experimental) wrapup code, default FALSE

See Also

strategy, applyIndicators, applySignals, applyRules, initStrategy, applyStrategy

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