concurrent_trades: Calculate number of concurrent trades for each day

Description Usage Arguments Value

Description

Number of trades open on any given day can be used to calculate when multiple entries would cause more capital allocated to a strategy by symbol than desired

Usage

1
concurrent_trades(sy, st, en)

Arguments

sy

character string representing stock symbol for group and join later

st

character string understood by lubridate ymd to represent open date of trade

en

character string understood by lubridate ymd to represent closing date of trade

Value

dataframe of dates when position was open including stock symbol


themechanicalbear/tastytrade documentation built on June 28, 2019, 10:16 p.m.