agg.chart.ME: Aggregate Maximum Excursion Charts
Description
Aggregate Maximum Excursion ChartsUsage
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.