Package Triggers

Package description: Triggers

See:
          Description

Class Summary
NullTrigger Event is triggered only at the time horizon.
Trigger A mechanism repeatedly triggering an event on the time interval [0,T].
TriggerAtEachTimeStep Event is triggered at each time step of some simulation, that is, at each integer t.
TriggerAtPercentChange Event is triggered by a q (0 < q < 100) percent change in the discounted price of some asset.
TriggerAtPercentDecline Event is triggered by a q (0 < q < 100) percent decline in the discounted price of some asset.
TriggerAtPercentIncrease Event is triggered by a q (0 < q) percent increase in the discounted price of some asset.
TriggerPeriodic Triggers a deterministic number m of events evenly spaced to the time horizon T of some asset.
 

Package Triggers Description

Package description: Triggers

A trigger observes the price path of an asset and triggers an event if a certain condition is has been met since the last time the event was triggered (for example if the asset price has moved 10% up or down). The intended application is as a signal to initiate the next trade in a trading strategy. The most obvious triggers are implemented: