Learn R Programming

IKTrading (version 1.0)

agg.chart.ME: Aggregate Maximum Excursion Charts

Description

Aggregate Maximum Excursion Charts

Usage

agg.chart.ME(Portfolio, Symbols, type = c("MAE", "MFE"),
    scale = c("cash", "percent", "tick"))

Arguments

Portfolio
the portfolio name (string)
Symbols
the symbols for which to plot
type
MAE for Maximum Adverse Excursion or MFE for Maximum Favorable Excursion
scale
scale of P&L (cash, tick, percent)

Value

plots all the trades among the symbols in one chart. Useful with equal risk order sizing.