strategy

name

optional list of assets to apply the
  strategy to, should normally be defined in the portfolio,
  not here

assets

optional portfolio constraints object
  matching assets

constraints

TRUE/FALSE whether to store the strategy in
  the .strategy environment, or return it.  default FALSE

store


variables passed in dots will be added to the strategy
object, and may be used by initialization and wrapup
functions, as well as indicators, signals, and rules.


Specify, build, and back-test quantitative
financial trading and portfolio strategies

strategy: constructor for objects of type 'strategy'

Description

Usage

Arguments

See Also