Build the equity based on WFO weights data
wfo_equitycurve(wfodata, rebal_offset = 0)
The data structure containing the walk-forward optimization information. It should be of class "optimize.portfolio.rebalancing" or otherwise, it must be a list containing two objects: $weight, an xts of weights, and $R, an xts of daily returns over the entire period to build the equity curve.
The offset in days past the weight rebalance date and when the portfolio is balanced. Default is zero, which means the portfolio is rebalanced on the very next day after the weights date i.e. it include the next day's return, therefore the rebalance is done on the weight date closing prices.
Returns an xts matrix of two columns. The first column is the equity curve, and the second column is the daily returns of the equity curve.
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