stratBoxPlots: Strategy Signal Expectancy Boxplots

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

Description

Generates boxplots of percentage returns for a given signal over time.

Usage

  stratBoxPlots(strategy.st, symbols, from = NULL,
    to = NULL, short = FALSE, lagSeq = seq(1, 10),
    sigName = NULL, magicalThinking = FALSE,
    filenameMod = NULL, ...)

Arguments

strategy.st	the name of the strategy
symbols	a string of symbols for which there is OHLC data
from	a starting date (default NULL for complete data)
to	an ending date (default NULL for complete data)
short	whether the side of the trade is the long or short side
lagSeq	a sequence of days into the future. Defaults to 1 through 10
sigName	the name of the signal for which to create the box plots
fileNameMod	any name modifications for the title of the box plot and file name (EG parameter sets).

Value

prints a box plot to a file

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