#!/usr/bin/Rscript --vanilla
#
# Jan Humme (@opentrades) - August 2012, revised April 2013
#
# Tested and found to work correctly using blotter r1457
#
# After Jaekle & Tamasini: A new approach to system development and portfolio optimisation (ISBN 978-1-905641-79-6)
#
# 3D SMA graph example
require(quantstrat)
### load 'stats' back into .GlobalEnv
load(paste0(
path.package('quantstrat'),
'/data/luxor.parameters.2-10.30-55.RData')
)
### show trade graphs from stats
tradeGraphs (
stats = stats,
free.params = c("Param.indicator.1.nFast", "Param.indicator.2.nSlow"),
statistics = c("Net.Trading.PL", "maxDrawdown", "Avg.Trade.PL", "Num.Trades", "Profit.Factor"),
title = 'Luxor SMA Parameter Scan'
)
##### PLACE DEMO AND TEST DATES HERE #################
#
#if(isTRUE(options('in_test')$in_test))
# # use test dates
# {initDate="2011-01-01"
# endDate="2012-12-31"
# } else
# # use demo defaults
# {initDate="1999-12-31"
# endDate=Sys.Date()}
##### PLACE THIS BLOCK AT END OF DEMO SCRIPT ###################
# book = getOrderBook(port)
# stats = tradeStats(port)
# rets = PortfReturns(acct)
################################################################
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