agg.chart.ME: Aggregate Maximum Excursion Charts
In pdrano/IKTrading: Custom indicators, signals, and rules
Description
Usage
Arguments
Value
Description
Aggregate Maximum Excursion Charts
Usage
1
2
agg.chart.ME(Portfolio, Symbols, type = c("MAE", "MFE"),
scale = c("cash", "percent", "tick"))
Arguments
Portfolio
the portfolio name (string)
Symbols
the symbols for which to plot
type
MAE for Maximum Adverse Excursion or MFE for
Maximum Favorable Excursion
scale
scale of P&L (cash, tick, percent)
Value
plots all the trades among the symbols in one chart.
Useful with equal risk order sizing.
pdrano/IKTrading documentation built on May 6, 2019, 10:51 p.m.
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Description Usage Arguments Value
Description
Aggregate Maximum Excursion Charts
Usage
1 2 | agg.chart.ME(Portfolio, Symbols, type = c("MAE", "MFE"),
scale = c("cash", "percent", "tick"))
|
Arguments
Portfolio |
the portfolio name (string) |
Symbols |
the symbols for which to plot |
type |
MAE for Maximum Adverse Excursion or MFE for Maximum Favorable Excursion |
scale |
scale of P&L (cash, tick, percent) |
Value
plots all the trades among the symbols in one chart. Useful with equal risk order sizing.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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