Description Usage Arguments Value
This function uses the generatePnlCurve function to forward generate a PNL curve. Best, test it with your own series to understand how it works (or contribute documentation).
1 |
high |
an XTS object containing the highs of a price series |
low |
an XTS object containing the lows of a price series |
close |
an XTS object containing the closes of a price series |
takeProfit |
an absolute value when to trigger a take profit action |
stopLoss |
an absolute value when to trigger a stop loss action |
runningPosition |
the running position |
messages |
whether to print informational message or not, defaults to FALSE |
a two column matrix with position and pnl, where position is a rewritten version of the input
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.