calculate_sl: Calculate Gradual Stop Loss from Price Data

In rengelke/tradr:

Description

Calculate Gradual Stop Loss from Price Data

Usage

calculate_sl(price, sl1 = -0.18, sl2 = -0.28, ma = c("ALMA"), n = 5)

Arguments

price	asset price
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

Value

xts object indicating proportion of portfolio to be invested (1.0 = fully invested; 0.8 = 20

Examples

calculate_sl(xts_price, sl1 = -0.18, sl2 = -0.28, ma = c("ALMA"), n = 5)

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