getCosts: Get strategy function from 'Strategy'-object

In Strategy: Generic Framework to Analyze Trading Strategies

Description

Returns the fixed and relative trading costs of an object of class Strategy..

Usage

getCosts(object)

## S4 method for signature 'Strategy'
getCosts(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 strategy function from MA(200)-Strategy
MA.costs <- getCosts(myStrat.MA)
# return fix costs
MA.costs$fix
# return relative costs
MA.costs$relative

##End(Not run)

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