get_profit_factorDF: Function that returns the profit factors of the systems in a...

View source: R/get_profit_factorDF.R

get_profit_factorDFR Documentation

Function that returns the profit factors of the systems in a form of a DataFrame

Description

Calculation of profit factor using dplyr verbs

[Superseded]

Usage

get_profit_factorDF(x, num_orders)

Arguments

x
  • data frame with orders. Note x must contain MagicNumber and Profit columns!

num_orders
  • desired number of orders to base profit factor calculation

Value

  • Function returns dataframe with column PrFact with calculated profit factor value for each trading robot

Examples


library(lazytrade)
library(dplyr)
library(magrittr)
data(profit_factorDF)
get_profit_factorDF(x = profit_factorDF,
                    num_orders = 10)




lazytrade documentation built on Sept. 12, 2024, 9:36 a.m.