Skip to main content

plan_for

portfolio_analyzer::timing

Function plan_for 

Source 
pub fn plan_for(
    bars: &[DatedBar],
    spy: &[DatedBar],
    vix: &[DatedBar],
    cfg: &TimingConfig,
) -> Option<TimingPlan>
Expand description

One call for everything: long-term P(up), entry plan, exit plan and verdict for the last bar of bars. spy and vix are the market’s weather (SPY and ^VIX daily bars; vix may be empty). Needs about 300 bars; ten years gives the monthly SD columns their full say.