durationStatistics: Duration Statistics

In pdrano/IKTrading: Custom indicators, signals, and rules

Description

a collection of basic statistics on durations of trades–most freely available data will be on daily frequency

Usage

  durationStatistics(Portfolio, Symbols,
    includeOpenTrade = FALSE, aggregate = TRUE, ...)

Arguments

Portfolio	– the portfolio name
Symbols	– the names of the symbols in the backtest
includeOpenTrade	– whether to include open trades – defaults to FALSE since if a trade opens on the same day as the last day, units will be off
aggregate	– if TRUE, displays aggregate statistics for all instruments included, otherwise, displays the statistics for each instrument separately

Value

the min, Q1, median, mean, Q3, and max durations of all trades, winning trades (W), and losing trades (L)

pdrano/IKTrading documentation built on May 6, 2019, 10:51 p.m.