optimalTEMA: Compute the optimal TEMA-window period
In shill1729/trader: Mathematical finance analysis package
optimalTEMA R Documentation
Compute the optimal TEMA-window period
Description
Numerically maximize log-growth of the backtest
over the range of TEMA-window sizes for the given fraction to invest.
Usage
optimalTEMA(prices, kelly, rate, bankroll)
Arguments
prices
time-series of prices
kelly
the fixed fraction for reallocation
rate
the rate earned on the cash account
bankroll
the initial bankroll to invest
Value
list or data.frame
shill1729/trader documentation built on Dec. 27, 2022, 10:55 p.m.
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| optimalTEMA | R Documentation |
Compute the optimal TEMA-window period
Description
Numerically maximize log-growth of the backtest over the range of TEMA-window sizes for the given fraction to invest.
Usage
optimalTEMA(prices, kelly, rate, bankroll)
Arguments
prices |
time-series of prices |
kelly |
the fixed fraction for reallocation |
rate |
the rate earned on the cash account |
bankroll |
the initial bankroll to invest |
Value
list or data.frame
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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