chart.Spread: Charts the transaction series, positions, and P&L of a spread...

In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L

Charts the transaction series, positions, and P&L of a spread against prices

Description

Charts the transaction series, positions, and P&L of a spread against prices

Usage

chart.Spread(
  Account,
  Portfolio,
  Spread = NULL,
  Symbols = NULL,
  Dates = NULL,
  ...
)

Arguments

Account	string identifying the account
Portfolio	string identifying the portfolio to chart
Spread	identifier of a spread instrument
Symbols	string identifying the underlying symbols to chart for positions
Dates	date range, currently not used
...	any other passthru parameters (typically parameters to chart_Series)

braverock/blotter documentation built on Dec. 16, 2024, 1:02 p.m.