plotWeights: Plot Strategy Weights

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

Description

Plots the weights of the portfolio of an object of class Strategy.

Usage

plotWeights(object, from = NULL, until = NULL, ...)

## S4 method for signature 'Strategy'
plotWeights(object, from = NULL, until = NULL, ...)

Arguments

object	An object of class Strategy.
from	The date in character format "yyyy-MM-dd" or as date-object from which weights shall be plotted. If NULL, the start date of the weights is used.
until	The date in character format "yyyy-MM-dd" or as date-object until which weights shall be plotted. If NULL, the end date of the performances is used.
...	Currently not active.

Examples

##Not run:

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

# Plot MA(200)-Strategy weights
plotWeights(myStrat.MA)

##End(Not run)

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