reportBacktestResults: Create PDF Report from a Strategy Backtest Parameter Screen
In rengelke/quantTraiding_trato: Trading Strategies Development Tool Kit
Description
Usage
Arguments
Value
Examples
Description
Create PDF Report from a Strategy Backtest Parameter Screen
Usage
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reportBacktestResults(
benchmark_data,
benchmark_name,
backtest_results,
strategy_name
)
Arguments
benchmark_data
OHLC market data of asset used for backtesting
benchmark_name
asset name
backtest_results
list object as obtained from screenStrategyParameter
function containing backtest results
strategy_name
name of strategy object
Value
Returns plots which are saved to pdf file
Examples
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reportBacktestResults(msci_world, "MSCI World",
backtest_results, "CCIpullback_SL_TS")
rengelke/quantTraiding_trato documentation built on Oct. 13, 2020, 12:01 p.m.
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Description Usage Arguments Value Examples
Description
Create PDF Report from a Strategy Backtest Parameter Screen
Usage
1 2 3 4 5 6 | reportBacktestResults(
benchmark_data,
benchmark_name,
backtest_results,
strategy_name
)
|
Arguments
benchmark_data |
OHLC market data of asset used for backtesting |
benchmark_name |
asset name |
backtest_results |
list object as obtained from screenStrategyParameter function containing backtest results |
strategy_name |
name of strategy object |
Value
Returns plots which are saved to pdf file
Examples
1 2 | reportBacktestResults(msci_world, "MSCI World",
backtest_results, "CCIpullback_SL_TS")
|
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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