Nothing
## ------------------------------------------------------------------------
library(xts)
## ------------------------------------------------------------------------
library(Strategy)
# Generate positive random walks for random assets
set.seed(2)
len <- 1000
n <- 10
assets <- abs(apply(matrix(rnorm(n*len), ncol=n), 2, cumsum)) + 100
colnames(assets) <- paste0("asset", 1:n)
assets <- xts(assets, order.by = seq(from=Sys.Date()-len, length.out=len, by="d"))
# MA(200)-strategy
myStrat.MA200 <- Strategy(assets = assets
, strat = "MA"
, strat.params = list(k=200))
## ---- echo=FALSE, results='asis'-----------------------------------------
# Plot MA(200)-strategy of first asset
plot(myStrat.MA200, which.assets=1, from="2015-01-01", main="HA")
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.