calc_mrgn: Calculate initial margin on opening trades

Description Usage

View source: R/calc_mrgn.R

Description

calc_mrgn calculates the opening margin required depending on strategy type

Usage

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calc_mrgn(strat = NULL, prc = NULL, spstrk = NULL, lpstrk = NULL,
  scstrk = NULL, lcstrk = NULL, spcred = NULL, lpcred = NULL,
  sccred = NULL, lccred = NULL, qty = 1, shares = 100)

themechanicalbear/tidybacktest documentation built on July 18, 2019, 12:13 a.m.