IKTrading (version 1.0)

durationStatistics: Duration Statistics

Description

a collection of basic statistics on durations of trades--most freely available data will be on daily frequency

Usage

durationStatistics(Portfolio, Symbols,
    includeOpenTrade = FALSE, aggregate = TRUE, ...)

Arguments

Portfolio

-- the portfolio name

Symbols

-- the names of the symbols in the backtest

includeOpenTrade

-- whether to include open trades -- defaults to FALSE since if a trade opens on the same day as the last day, units will be off

aggregate

-- if TRUE, displays aggregate statistics for all instruments included, otherwise, displays the statistics for each instrument separately

Value

the min, Q1, median, mean, Q3, and max durations of all trades, winning trades (W), and losing trades (L)