tradeStrategyDY

A toolkit for Commodities 'analytics', risk management and
trading professionals. Includes functions for API calls to
'Morningstar Commodities' and 'Genscape'.

Philippe Cote

Risk Tool Library - Trading, Risk, 'Analytics' for Commodities

Nima Safaian

tradeStrategyDY function

<dl><dt>data</dt>
<dd>Dataframe of OHLC data e.g. RTL::uso</dd>
<dt>par1value</dt>
<dd>Value of first parameter e.g. short MA</dd>
<dt>par2value</dt>
<dd>Value of second parameter e.g. long MA</dd></dl>

Arguments

Author

Sample quantitative trading strategy — tradeStrategyDY

<dl>

<dt>data</dt>
<dd>Dataframe of OHLC data e.g. RTL::uso</dd>


<dt>par1value</dt>
<dd>Value of first parameter e.g. short MA</dd>


<dt>par2value</dt>
<dd>Value of second parameter e.g. long MA</dd>

</dl>

tradeStrategyDY: Sample quantitative trading strategy

Description

Usage

Value

Arguments

Author

Examples