calc_moving_average

Calculates simple moving average for each column in the data.

Design, backtest, and analyze portfolio strategies using simple,
English-like function chains. Includes technical indicators, flexible stock
selection, portfolio construction methods (equal weighting, signal weighting,
inverse volatility, hierarchical risk parity), and a compact backtesting
engine for portfolio returns, drawdowns, and summary metrics.

Alberto Pallotta

PortfolioTesteR

Test Investment Strategies with English-Like Code

calc_moving_average function

<dl><dt>data</dt>
<dd>Data frame with Date column and price columns</dd>
<dt>window</dt>
<dd>Number of periods for moving average (default: 20)</dd></dl>

Arguments

Calculate Moving Average — calc_moving_average

<dl>

<dt>data</dt>
<dd>Data frame with Date column and price columns</dd>


<dt>window</dt>
<dd>Number of periods for moving average (default: 20)</dd>

</dl>

calc_moving_average: Calculate Moving Average

Description

Usage

Value

Arguments

Examples