quantmod (version 0.1-0)

tradeModel: Simulate Trading of Fitted quantmod Object

Description

Simulated trading of fitted quantmod object. Given a fitted model, tradeModel calculates the signal generated over a given historical period, then applies specified trade.rule to calculate and return a tradeLog object. Additional methods can then be called to evaluate the performance of the model's strategy.

Usage

tradeModel(x,
           signal.threshold = c(0, 0),
           leverage = 1,
           return.model = TRUE, 
           plot.model = FALSE,
           trade.dates = NULL,
           exclude.training = TRUE,
           ret.type = c("weeks", "months", "quarters", "years"),
           ...)

Arguments

x

signal.threshold

~~Describe signal.threshold here~~

leverage

~~Describe leverage here~~

return.model

~~Describe return.model here~~

plot.model

~~Describe plot.model here~~

trade.dates

~~Describe trade.dates here~~

exclude.training

~~Describe exclude.training here~~

ret.type

~~Describe ret.type here~~

...

~~Describe ... here~~

Value

• ~Describe the value returned If it is a LIST, use
• comp1
  Description of 'comp1'
• comp2
  Description of 'comp2'
• ...

References

~put references to the literature/web site here ~

See Also

specifyModel buildModel