approximateSLTP: Applies an approximated StopLoss/TakeProfit strategy on an...
In aqr: Interface methods to use with an ActiveQuant Master Server
Description
Applies an approximated StopLoss/TakeProfit strategy on an incoming pnl series.
Usage
1
2
approximateSLTP(high, low, close, takeProfit, stopLoss, runningPosition,
messages = FALSE)
Value
the rewritten pnl series.
aqr documentation built on May 2, 2019, 5:18 p.m.
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Description
Applies an approximated StopLoss/TakeProfit strategy on an incoming pnl series.
Usage
1 2 | approximateSLTP(high, low, close, takeProfit, stopLoss, runningPosition,
messages = FALSE)
|
Value
the rewritten pnl series.
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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