plotPnL: Plot change of pnl through backtest period

In Vitalic57/stratbuilder2pub: It Provides Tools to Create and Backtest Financial Models

Description

Plot change of pnl through backtest period

Usage

## S3 method for class 'modelPortfolio'
plotPnL(this, legs = "all", ...)

plotPnL(this, ...)

## S3 method for class 'modelStrategy'
plotPnL(this, type = "money", comOn = TRUE,
  leg = "all", graph_type = "ggplot2", each_year = FALSE,
  adjust = FALSE, return_type = "plot", cutoff = FALSE,
  start_date = NULL, end_date = NULL, on_percentage = FALSE,
  interactive_plot = FALSE, ...)

## S3 method for class 'list'
plotPnL(this, legend = TRUE, interactive_plot = FALSE, ...)

Arguments

this	modelStrategy
...	params
type	character, one of c('money','trades','percents')
comOn	bool, if true then commission will be included in the 'trades' graph
leg	numeric/character, number of leg, if it is equal to 'all' or 'sum', then all pnl among all legs will be summed, if it is equal to 'sep', then pnl among legs will be plotted
graph_type	character, ggplot2 or xts
each_year	logical, if TRUE, then each graph will start with 0 each year
adjust	logical, if TRUE, then values will be divided by getMoney(this)
return_type	character, plot or data
cutoff	logical, if TRUE then on plot will be horizonal line indicating when model was created
start_date	date type, example: start_date='2008-01-01'
end_date	date type, example: end_date='2018-01-01'
on_percentage	logical, if TRUE then on plot will be in percentage
interactive_plot	logical, if it is TRUE and graph_type == 'ggplot2', plot will be interactive
legend	logical, if true then legend will be printed on the plot

Vitalic57/stratbuilder2pub documentation built on Dec. 18, 2019, 2:56 a.m.