getBacktestSetup: Get backtest parameter values from 'Strategy'-object

In Strategy: Generic Framework to Analyze Trading Strategies

Description

Gets the backtest parameter values of an object of class Strategy that were used for backtesting the strategy. This includes the information about the parameters,

Usage

getBacktestSetup(object)

## S4 method for signature 'Strategy'
getBacktestSetup(object)

Arguments

object

An object of class Strategy.

Examples

##Not run:

# MA(200)-Strategy
params <- list(k=200)
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params)

# Get backtest setup from MA(200)-Strategy
getBacktestSetup(myStrat.MA)

##End(Not run)

Strategy documentation built on May 2, 2019, 2:09 a.m.