tradeStrategySMA {RTL}

Sample quantitative trading strategy

Description

Moving average crossover strategy

Usage

tradeStrategySMA(data = RTL::stocks$uso, par1value = 50, par2value = 200)

Arguments

data

Dataframe of OHLC data e.g. RTL::uso. tibble

par1value

Value of first parameter e.g. short MA. numeric

par2value

Value of second parameter e.g. long MA. numeric

Value

Dataframe with indicators, signals, trades and profit and loss. tibble

Author(s)

Philippe Cote

Examples

tradeStrategySMA(data = RTL::stocks$uso, par1value = 50, par2value = 200)