sim.results.merge {matiming}R Documentation

Merges the results of simulating the returns to different trading strategies

Description

This function merges the results of simulating the returns to different trading strategies

Usage

sim.results.merge(x, y, ...)

Arguments

x

the result of simulation of a trading strategy. Specifically, this is the result returned by function sim.mom.strategy, sim.mac.strategy, sim.cdir.strategy, or sim.macd.strategy

y

the result of simulation of another trading strategy. Again, this is the result returned by function sim.mom.strategy, sim.mac.strategy, sim.cdir.strategy, or sim.macd.strategy

...

other possible results of simulations if more than two results must be merged

Value

An object to be used by other functions. This object is a result of merging two or multiple results of simulating the returns to different trading strategies

Examples

# Suppose that "res1", "res2", and "res3" are the results of simulations of
# three different trading strategies. The following command merges the three results
## Not run: 
results <- sim.results.merge(res1, res2, res3)

## End(Not run)

[Package matiming version 1.0 Index]