Usage
applyStrategy.rebalancing(strategy, portfolios, mktdata = NULL, parameters = NULL, ..., verbose = TRUE, symbols = NULL, initStrat = FALSE, updateStrat = FALSE)
Arguments
strategy
an object of type 'strategy' or the name
of a stored strategy to apply
portfolios
a list of portfolios to apply the
strategy to
mktdata
an xts object containing market data.
depending on indicators, may need to be in OHLCV or BBO
formats, default NULL
parameters
named list of parameters to be applied
during evaluation of the strategy, default NULL
...
any other passthru parameters
verbose
if TRUE, return output list
symbols
character vector identifying symbols to
initialize a portfolio for, default NULL
initStrat
whether to use (experimental)
initialization code, default FALSE
updateStrat
whether to use (experimental) wrapup
code, default FALSE