generateDataParams: Generate "Open Gap Strategy" data parameters.

In tmk-c/myrlib: My R library for daily work

Description

Generate "Open Gap Strategy" data parameters.

Usage

generateDataParams(range = "2009-01-01::2009-12-31", sma_lens = seq(0,
  250, 10), sd_lens = seq(10, 250, 10), ato_lens = seq(10, 250, 10),
  ogc_lens = seq(0, 250, 10))

Arguments

sma_lens	Integer vector of SMA calculation lengths.
sd_lens	Integer vector of SD calculation lengths.
ato_lens	Integer vector of Average turnover calculation lengths.
ogc_lens	Integer vector of Open Gap Coeficient calculation lengths.
start_date	Start date in "yyyy-mm-dd::yyyy-mm-dd" format.
end_date	End date in "yyyy-mm-dd::yyyy-mm-dd" format.

Value

List of data parameters.

tmk-c/myrlib documentation built on May 29, 2019, 1:44 p.m.