CalcUKThunderBallPnL: PnL calculation for UKThunderBall backtesting
In Trading: Trade Objects, Advanced Correlation & Beta Estimates, Betting Strategies
View source: R/CalcUKThunderBallPnL.R
CalcUKThunderBallPnL R Documentation
PnL calculation for UKThunderBall backtesting
Description
Calculates the PnL for a pay out structure created during backtesting
Usage
CalcUKThunderBallPnL(backtested_results, plot_results = FALSE)
Arguments
backtested_results
The UKThunderBall results backtested against the user input
plot_results
(Optional) If TRUE, the P&L historical graphs are plotted, default FALSE
Value
PnL figures
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
ukthunderball_results = UKThunderBallResults()
user_input = c(10,20,30,31,32,5)
backtested_results = UKThunderballBacktesting(ukthunderball_results, user_input = user_input)
pnl_result = CalcUKThunderBallPnL(backtested_results, plot_results = FALSE)
Trading documentation built on April 13, 2025, 5:10 p.m.
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View source: R/CalcUKThunderBallPnL.R
| CalcUKThunderBallPnL | R Documentation |
PnL calculation for UKThunderBall backtesting
Description
Calculates the PnL for a pay out structure created during backtesting
Usage
CalcUKThunderBallPnL(backtested_results, plot_results = FALSE)
Arguments
backtested_results |
The UKThunderBall results backtested against the user input |
plot_results |
(Optional) If TRUE, the P&L historical graphs are plotted, default FALSE |
Value
PnL figures
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
ukthunderball_results = UKThunderBallResults()
user_input = c(10,20,30,31,32,5)
backtested_results = UKThunderballBacktesting(ukthunderball_results, user_input = user_input)
pnl_result = CalcUKThunderBallPnL(backtested_results, plot_results = FALSE)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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