strategy: constructor for objects of type 'strategy'

Description Usage Arguments See Also

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

1
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.