screenStrategyParameter: Function to Backtest Strategy Parameters

In rengelke/quantTraiding_trato: Trading Strategies Development Tool Kit

Description

Function to Backtest Strategy Parameters

Usage

screenStrategyParameter(
  data,
  screen_perimeter,
  updateStrategy = updateStrategy
)

Arguments

data	OHLC market data
screen_perimeter	list containing strat and end value parameters for screening
updateStrategy	predifined updateStrategy function containing strategy object definition and rules to set variable parameters

Value

list with return data

Examples

screenStrategyParameter(msci_world, CCIpullback_SL-TS,
list(n1_min=35, n1_max=140, n2_min=6, n2_max=30))

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