backtest: backtest the given strategies & provide the The difference...
In sivasunku/rulesNtrades: Apply rules on equities

backtest the given strategies & provide the The difference between backtest & backtestV2 is , former technicallu loops all shorts/longs in one for loop. V2 - in different for loops.

1 2	backtest(pf, dataset, parms, startat = 2, longE, longX, shortE, shortX, calcLimits = calcLimits, ...)

`pf`	- portfolio to be tested
`dataset`	- OHLCV with price objects, preferably xts
`parms`	- parameters defining slp, profit booking etc. see tradeparms function
`startat`	- From which row of the dataset to start testing. default 3
`longE`	- A function which has conditions for long entry
`longX`	- A function that has conditions for long exit
`shortE`	- A function which has conditions for short entry
`shortX`	- A function that has conditions for short exit
`calcLimits`	- This is sample function given in this package, this can be overwritten by providing as parameter
`...`	- Can pass instrument names like instr & other things needed by longE,shortE functions etc.