quantstrat (version 0.8.2)

add.distribution: Adds a distribution to a paramset in a strategy

Description

Creates a distribution in paramset, where a distribution consists of the name of a variable in a strategy component plus a range of values for this variable.

Usage

add.distribution(strategy, paramset.label, component.type, component.label, variable, weight = NULL, label, store = TRUE)

Arguments

strategy

the name of the strategy object to add the distribution to

paramset.label

a label uniquely identifying the paramset within the strategy

component.type

one of c('indicator', 'signal', 'order', 'enter', 'exit', 'chain')

component.label

a label identifying the component. must be unique per component type

variable

the name of the variable in the component

label

a label uniquely identifying the distribution within the paramset

weight

vector

store

indicates whether to store the strategy in the .strategy environment

See Also

add.distribution.constraint, delete.paramset, apply.paramset