getFilters: Get strategy values from 'Strategy'-object

In quants-ch/Strategy: Generic Framework to Analyze Trading Strategies

Description

Gets the strategy values of an object of class Strategy that were output from strategy calculation.

Usage

getFilters(object, which = NULL)

## S4 method for signature 'Strategy'
getFilters(object, which = NULL)

Arguments

object	An object of class Strategy.
which	Which filters shall be returned. Either list number or names to be passed.

Examples

##Not run:

# MA(200)-Strategy
params <- list(k=200)
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params)

# Get strategy values from MA(200)-Strategy
getFilters(myStrat.MA) # all strategy values returned

##End(Not run)

quants-ch/Strategy documentation built on May 26, 2019, 4:37 p.m.