#!/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)
require(rgl)
### 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'
)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.