drawdowns: Calculate the drawdowns in a series of profit
In sivasunku/rulesNtrades: Apply rules on equities
Description
Usage
Arguments
Value
Description
drawdowns - Returns the drawdowns from highest losing streak to lowest losing streak. Sums the sequence of losses & returns
the same in descending order restricted by 'n' elements
Usage
1
Arguments
t
- sequence of numbers
n
- max number of drawdowns, default - 1
Value
vector
sivasunku/rulesNtrades documentation built on May 29, 2019, 11 p.m.
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Description Usage Arguments Value
Description
drawdowns - Returns the drawdowns from highest losing streak to lowest losing streak. Sums the sequence of losses & returns the same in descending order restricted by 'n' elements
Usage
1 |
Arguments
t |
- sequence of numbers |
n |
- max number of drawdowns, default - 1 |
Value
vector
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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