Meer regelmechanieken II

Financieel traden in R

Ilya Kipnis

Professional Quantitative Analyst and R programmer

Meer argumenten voor ruleSignal

  • replace
  • prefer
Financieel traden in R

Structuur

add.rule(strategy.st, name = "ruleSignal", 
         arguments = list(sigcol = "filterexit", 
                          sigval = TRUE, orderqty = "all", 
                          ordertype = "market",
                          orderside = "long", 
                          replace = FALSE, prefer = "Open"),
         type = "exit")
  • replace: TRUE annuleert andere signalen, anders FALSE

  • prefer: wanneer instappen

    • bar: open, high, low, close
    • standaard: koop bij close van de volgende dag/bar
Financieel traden in R

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Financieel traden in R

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