resolveStopLoss: Function to Calculate Stop Losses and Weights

In rengelke/quantTraiding_trato: Trading Strategies Development Tool Kit

Description

Function to Calculate Stop Losses and Weights

Usage

resolveStopLoss(data, data_buy, strategy, ...)

Arguments

data	xts object with open, high, low, close market data
data_buy	xts object with open, high, low, close market data, trading strategy condition data and buys signals
strategy	strategy object
...	not in use

Value

xts object with open, high, low, close market data including trading strategy condition and buying information

Examples

resolveStopLoss(data, data_cond, strategy)

rengelke/quantTraiding_trato documentation built on Oct. 13, 2020, 12:01 p.m.