Description Usage Arguments Examples
Gets the indicators data of an object of class Strategy
that was used within strategy calculation.
1 2 3 4 5 | getIndicators(object, from = NULL, until = NULL, which = NULL)
## S4 method for signature 'Strategy'
getIndicators(object, from = NULL, until = NULL,
which = NULL)
|
object |
An object of class |
from |
The date in character format |
until |
The date in character format |
which |
Names or list-number of indicators that should be included. If |
1 2 3 4 5 6 7 8 9 10 11 12 13 | ##Not run:
# MA(200)-Strategy
params <- list(k=200)
randreturns <- xts::xts(rnorm(nrow(assets)), order.by=
seq(from=Sys.Date()-nrow(assets)+1, to=Sys.Date(), by="d"))
indicators <- list(returns=randreturns) # example: random returns
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params, indicators=indicators)
# Get indicator data from MA(200)-Strategy
getIndicators(myStrat.MA, from="2015-01-01", until="2015-12-31")
##End(Not run)
|
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