Financial Trading in R
Ilya Kipnis
Professional Quantitative Analyst and R programmer
tradesize <- 100000
initeq <- 100000
tradesize should not be more than initeq
strategy.st <- portfolio.st <- account.st <- "firststrat"
rm.strat(strategy.st)
Portfolio initialization is called with initPortf()
initPortf()
requires portfolio name, symbols, initialization date, and currency
initPortf(portfolio.st, symbols = "LQD",
initDate = initdate, currency = "USD")
Account initialization is called with initAcct()
initAcct()
requires account name, portfolios, initialization date, currency, and initial equity
initAcct(account.st, portfolios = portfolio.st,
initDate = initdate, currency = "USD",
initEq = initeq)
Order initialization is called with initOrders()
initOrders()
requires portfolio name and initialization date
initOrders(portfolio.st, initDate = initdate)
strategy()
strategy(strategy.st, store = TRUE)
tradesize <- 100000
initeq <- 100000
strategy.st <- portfolio.st <- account.st <- "firststrat"
rm.strat(strategy.st)
initPortf(portfolio.st, symbols = "LQD",
initDate = initdate, currency = "USD")
initAcct(account.st, portfolios = portfolio.st,
initDate = initdate, currency = "USD",
initEq = initeq)
initOrders(portfolio.st, initDate = initdate)
strategy(strategy.st, store = TRUE)
Financial Trading in R