win_rate: Compute win rate
In purplezippo/quantler: Quant Develop Tools
Description
Compute win rate
Usage
1
2
Arguments
strategy.signal
trade signal components of 0,-1,1 which stardends
'hold','sell','buy'.
trade.value
Vector of a numeric series which represents the total
value generated by a trade strategy.
type
Must be one of 'buy' or 'sell'.
weight.s
Stocks holded at begining in the short position.
stockp.begin
the first one of the correspond stock price
purplezippo/quantler documentation built on May 15, 2019, 4:27 p.m.
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Description
Compute win rate
Usage
1 2 |
Arguments
strategy.signal |
trade signal components of 0,-1,1 which stardends 'hold','sell','buy'. |
trade.value |
Vector of a numeric series which represents the total value generated by a trade strategy. |
type |
Must be one of 'buy' or 'sell'. |
weight.s |
Stocks holded at begining in the short position. |
stockp.begin |
the first one of the correspond stock price |
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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