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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR Description. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
# Copyrights (C)
# for this R-port:
# 1999 - 2009, Rmetrics Association, Zurich
# 1999 - 2009, Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# www.rmetrics.org
# for code accessed (or partly included) from other R-ports
# and other sources see R's copyright and license files
################################################################################
# FUNCTION: DESCRIPTION:
# setWindowsFun<- Sets name of rolling windows function
# setWindowsParams<- Sets additional parameters to windows function
# setWindowsHorizon<- Sets horizon of the rolling window
# FUNCTION: DESCRIPTION:
# setStrategyFun<- Sets name of portfolio strategy function
# setStrategyParams<- Sets additional parameters to strategy function
# FUNCTION: DESCRIPTION:
# setSmootherFun<- Sets name of weights smoothing function
# setSmootherParams<- Sets additional parameters to smoother function
# setSmootherLambda<- Sets lambda for EMA smoothing
# setSmootherDoubleSmoothing<- Sets double ema setting, logical
# setSmootherInitialWeights<- Sets initial weights of the portfolio
# setSmootherSkip<- Sets number of months to skip starting
################################################################################
"setWindowsFun<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets name of rolling windows function
# Arguments:
# FUNCTION:
# Set Value:
backtest@windows$windows = value
# Return Value:
backtest
}
# ------------------------------------------------------------------------------
"setWindowsParams<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets additional parameters to windows function
# Arguments:
# FUNCTION:
# Set Value:
backtest@windows$params = value
# Return Value:
backtest
}
# ------------------------------------------------------------------------------
"setWindowsHorizon<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets horizon of the rolling window
# Arguments:
# FUNCTION:
# Set Value:
backtest@windows$params$horizon = value
# Return Value:
backtest
}
# ------------------------------------------------------------------------------
"setStrategyFun<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets portfolio strategy function
# Arguments:
# FUNCTION:
# Set Value:
backtest@strategy$strategy = value
# Return Value:
backtest
}
# ------------------------------------------------------------------------------
"setStrategyParams<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets additional parameters to strategy function
# Arguments:
# FUNCTION:
# Set Value:
backtest@strategy$params = value
# Return Value:
backtest
}
# ------------------------------------------------------------------------------
"setSmootherFun<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets name of weights smoothing function
# Arguments:
# FUNCTION:
# Set Value:
backtest@smoother$smoother = value
# Return Value:
backtest
}
# ------------------------------------------------------------------------------
"setSmootherParams<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets additional parameters to smoother function
# Arguments:
# FUNCTION:
# Set Value:
backtest@smoother$params = value
# Return Value:
backtest
}
# ------------------------------------------------------------------------------
"setSmootherLambda<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets lambda parameter for EMA smoothing
# Arguments:
# FUNCTION:
# Set Value:
backtest@smoother$params$lambda = value
# Return Value:
backtest
}
# ------------------------------------------------------------------------------
"setSmootherDoubleSmoothing<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets double EMA setting, TRUE or FALSE, a logical
# Arguments:
# FUNCTION:
# Set Value:
backtest@smoother$params$doubleSmoothing = value
# Return Value:
backtest
}
# ------------------------------------------------------------------------------
"setSmootherInitialWeights<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets initial weights of the portfolio
# Arguments:
# FUNCTION:
# Set Value:
backtest@smoother$params$initialWeights = value
# Return Value:
backtest
}
# ------------------------------------------------------------------------------
"setSmootherSkip<-" <-
function(backtest, value)
{
# A function implemented by William Chen
# Description:
# Sets number of months to skip starting values
# Arguments:
# FUNCTION:
# Set Value:
backtest@smoother$params$skip = value
# Return Value:
backtest
}
################################################################################
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