add.distribution: Adds a distribution to a paramset in a strategy

In quantstrat: Quantitative Strategy Model Framework

Description

Creates a distribution in paramset, where a distribution consists of the name of a variable in a strategy component plus a range of values for this variable.

Usage

add.distribution(strategy, paramset.label, component.type, component.label,
  variable, weight = NULL, label, store = TRUE)

Arguments

strategy	the name of the strategy object to add the distribution to
paramset.label	a label uniquely identifying the paramset within the strategy
component.type	one of c('indicator', 'signal', 'order', 'enter', 'exit', 'chain')
component.label	a label identifying the component. must be unique per component type
variable	the name of the variable in the component
weight	vector
label	a label uniquely identifying the distribution within the paramset
store	indicates whether to store the strategy in the .strategy environment

Author(s)

Jan Humme

See Also

add.distribution.constraint, delete.paramset, apply.paramset

quantstrat documentation built on May 31, 2017, 2:35 a.m.