quantstrat (version 0.15.6)

add.distribution.constraint: Adds a constraint on 2 distributions within a paramset

Description

Creates a constraint on 2 distributions in a paramset, i.e. a restriction limiting the allowed combinations from the ranges for distribution 1 and distribution 2.

Usage

add.distribution.constraint(strategy, paramset.label, distribution.label.1,
  distribution.label.2, operator, label, store = TRUE)

Arguments

strategy

the name of the strategy object to add the constraint to

paramset.label

a label uniquely identifying the paramset within the strategy

distribution.label.1

a label identifying the first distribution

distribution.label.2

a label identifying the second distribution

operator

an operator specifying the relational constraint between the 2 distributions

label

a label uniquely identifying the constraint within the paramset

store

indicates whether to store the strategy in the .strategy environment

See Also

add.distribution, delete.paramset, apply.paramset