strategy: constructor for objects of type 'strategy'

In redmode/quantstrat: Quantitative Strategy Model Framework

Description

variables passed in dots will be added to the strategy object, and may be used by initialization and wrapup functions, as well as indicators, signals, and rules.

Usage

strategy(name, ..., assets = NULL, constraints = NULL, store = FALSE)

Arguments

name	character string naming the strategy
...	any other passthru parameters
assets	optional list of assets to apply the strategy to, should normally be defined in the portfolio, not here
constraints	optional portfolio constraints object matching assets
store	TRUE/FALSE whether to store the strategy in the .strategy environment, or return it. default FALSE

See Also

applyStrategy

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