best_worst_month: Find the best-performing and the worst-performing months

Description Usage Arguments Value

View source: R/best_worst_month.R

Description

This function takes in a data set and returns a list with the best and the worst month and their respective pnl's.

Usage

1

Arguments

x

A data frame that contains data for individual instruments.

Value

A list with the best month and the worst month, as well as their respective p&l's.


knightsay/backtestGraphics documentation built on April 3, 2018, 11:07 a.m.