stats: Statistics of all the trades

Description Usage Arguments Details Value Author(s)

Description

All the statistics of trades executed in a given portfolio

Usage

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Arguments

t

- trades table. If t is provided, portfolio given will not be considered.

t

- trades table. If t is provided, portfolio given will not be considered

Details

- statObject - returns the statistics object

stats.trades - Calculates the statistics of a given trade table. If t is null, trades in portfolio are considered for calculation

tabulate.trades - Tabulates the trades according to year, month etc If t is null, trades in portfolio are considered for calculation

Value

list object

numeric vector of drawdowns

Returns a list object that contains Description & xtab object next to it

Author(s)

Siva Sunku


sivasunku/rulesNtrades documentation built on May 29, 2019, 11 p.m.