Description Usage Arguments Examples

Losses over time of an assets or portfolio of an object of class `Strategy`

.

1 2 3 4 5 6 7 8 9 10 | ```
loss(object, V=100, method="full", of="portfolio"
, from=NULL, until=NULL, which=NULL
, include.weights=TRUE, include.costs=TRUE
, use.backtest=FALSE)
## S4 method for signature 'Strategy'
loss(object, V = 100, method = c("full", "linear"),
of = c("portfolio", "assets"), from = NULL, until = NULL,
which = NULL, include.weights = TRUE, include.costs = TRUE,
use.backtest = FALSE)
``` |

`object` |
An object of class |

`V` |
Volume that is invested. The linear factor for the VaR calculation. Either a single value for portfolio or a vector for each asset. |

`method` |
Method of loss calculation. Use |

`of` |
Losses to be calculated for assets separately or the portfolio. |

`from` |
The date in character format |

`until` |
The date in character format |

`which` |
Names or number of assets that should be included in calculation. |

`include.weights` |
Only relevant if |

`include.costs` |
If |

`use.backtest` |
If |

1 2 3 4 5 6 7 8 9 10 |

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