getTrades: Get trades according to the signals from the...

In Strategy: Generic Framework to Analyze Trading Strategies

Description

Gets the trades of an object of class Strategy that were performed within strategy calculation.

Usage

getTrades(object, from = NULL, until = NULL, which = NULL,
  of = "signals", use.backtest = FALSE)

## S4 method for signature 'Strategy'
getTrades(object, from = NULL, until = NULL,
  which = NULL, of = c("signals", "weights"), use.backtest = FALSE)

Arguments

object	An object of class Strategy.
from	The date in character format "yyyy-MM-dd" or as date-object from which trades shall be returned. If NULL, no restriction is made.
until	The date in character format "yyyy-MM-dd" or as date-object until which trades shall be returned. If NULL, no restriction is made.
which	Names or column-number of assets that should be included. If NULL, trades for all assets are returned.
of	Trades to be calculated on basis of trading signals or weights of portfolio.
use.backtest	If set to TRUE, the trades of the backtest are returned. Requires backtest to be executed first.

Examples

##Not run:

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

# Get price data from MA(200)-Strategy
getTrades(myStrat.MA, from="2015-01-01", until="2015-12-31")

##End(Not run)

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