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