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quantstrat (version 0.8.2)

add.constraint: Adds a constraint on 2 distributions within a paramset

Description

Creates a constraint on 2 distributions in a paramset, i.e. a restriction limiting the allowed combinations from the ranges for distribution 1 and distribution 2.

Usage

add.constraint(strategy, paramset.label, distribution.label.1, distribution.label.2, operator, label, store = TRUE)

Arguments

strategy
the name of the strategy object to add the constraint to
paramset.label
a label uniquely identifying the paramset within the strategy
distribution.label.1
a label identifying the first distribution
distribution.label.2
a label identifying the second distribution
operator
an operator specifying the relational constraint between the 2 distributions
label
a label uniquely identifying the constraint within the paramset
store
indicates whether to store the strategy in the .strategy environment

See Also

add.distribution, delete.paramset, apply.paramset