strategy

0th

Percentile

constructor for objects of type 'strategy'

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.

Usage
strategy(name, ..., assets = NULL, constraints = NULL, store = FALSE)
Arguments
name
character string naming the strategy
...
any other passthru parameters
assets
optional list of assets to apply the strategy to, should normally be defined in the portfolio, not here
constraints
optional portfolio constraints object matching assets
store
TRUE/FALSE whether to store the strategy in the .strategy environment, or return it. default FALSE
See Also

applyStrategy

Aliases
  • strategy
Documentation reproduced from package quantstrat, version 0.8.2, License: GPL-3

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