apply_position_sl: Apply Position Stop-Loss on xts Object Containing Weights

In rengelke/tradr:

Description

Apply Position Stop-Loss on xts Object Containing Weights

Usage

apply_position_sl(weights, prices, sl1, sl2, ma = c("ALMA"), n = 5)

Arguments

weights	xts object with portfolio weights
prices	price list of instruments in portfolio weights object
sl1	number indicating drawdown at which to initiate gradual stop loss
sl2	number indicating drawdown to which to extend gradual stop loss
ma	moving average type (SMA, EMA, ALMA or DEMA) to use for drawdown calculation
n	number of periods to use for moving average calculation

Examples

apply_position_sl(stock_weights, stock_prices, sl1 = -0.2, sl2 = -0.3, ma = "EMA", n = 3)

rengelke/tradr documentation built on Jan. 2, 2022, 2:03 p.m.