tradeStrategyDY

A toolkit for Commodities 'analytics', risk management and
trading professionals. Includes functions for API calls to
<https://commodities.morningstar.com/#/>, <https://developer.genscape.com/>,
and <https://www.bankofcanada.ca/valet/docs>.

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. <code>tibble</code></dd>
<dt>par1value</dt>
<dd>Value of first parameter e.g. short MA. <code>numeric</code></dd>
<dt>par2value</dt>
<dd>Value of second parameter e.g. long MA. <code>numeric</code></dd></dl>

Arguments

Author

Sample quantitative trading strategy — tradeStrategyDY

<dl>

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


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


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

</dl>

tradeStrategyDY: Sample quantitative trading strategy

Description

Usage

Value

Arguments

Author

Examples