plot: Plot of a 'Strategy'-object

In Strategy: Generic Framework to Analyze Trading Strategies

Description

Calls a generic plot function that can plot the data of any Strategy-object. If a plotFUN-function is given within the object, this user-defined function will be used. The generic function plots 3 parts:

• Price area Plots the asset price data and filters.

• Indicator area Plots the indicators and trading signals.

• Performance area Plots performance of the strategy.

Usage

## S3 method for class 'Strategy'
plot(x, y, from=NULL, until=NULL
       , which.assets=NULL, which.filters=NULL, which.indicators=NULL
       , main=NULL, show.signals=TRUE, include.costs=TRUE, ...)

Arguments

x	An object of class Strategy.
y	Standard plot argument that is not relevant for Strategy objects!
from	From date that chart is to be plotted.
until	Until date that chart is to be plotted.
which.assets	Which assets shall be plotted (each one will result in single plot)
which.filters	Which filters shall be added to price plot. Default value NULL will return all filters from the strategy.
which.indicators	Which indicators shall be added to indicator plot. Default value NULL will return all filters from the strategy. If "none", no indicator is plotted and indicator area is not shown.
main	The main title of the plot.
show.signals	If TRUE, the trading signals are shown within the indicators area of the plot. Default value is TRUE.
include.costs	If FALSE, the fixed and relative trading costs are NOT considered for performance calculation. Default value is TRUE. As default values for costs are 0, this argument is redundant if no costs are given.
...	Further arguments passed to custom plotFUN (if available) of the object (x).

Examples

##Not run:

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

# Plot first asset of MA(200)-Strategy
plot(myStrat.MA, from="2015-01-01", until="2015-12-31", which.assets=1)

##End(Not run)

Example output

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