1 | tradeOrderStats(portfolio, symbol, ...)
|
portfolio |
text name of the portfolio the order book is associated with |
symbol |
text string defining the symbol to get trades and orders for |
... |
any other passthrough parameters |
TODO: decide which of these columns are actually important TODO: add option for opening order/trade pairing rather than closing
A xts
object containing:
should be 'closed' only
time of the closing trade, should match 'End' column
prefer
argument for getPrice
order set of the closing trade
and fees applied to the closing trade
the name of the rule that generated the order which closed the position
the POSIXct
timestamp of the start of
the trade
the initial position on opening the trade
the maximum (largest) position held during the open trade
the number of transactions included in this trade
the largest notional investment cost of this trade
net trading P&L
in the currency of Symbol
Maximum
Adverse Excursion (MAE), in the currency of Symbol
Maximum Favorable Excursion (MFE), in the
currency of Symbol
net
trading P&L in percent of invested Symbol
price
gained or lost
Maximum Adverse Excursion (MAE), in percent
Maximum Favorable Excursion (MFE), in percent
net trading P&L in ticks
Maximum Adverse Excursion (MAE) in ticks
Maximum Favorable Excursion (MFE) in ticks
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