IKTrading (version 1.0)

stratBoxPlots: Strategy Signal Expectancy Boxplots

Description

Generates boxplots of percentage returns for a given signal over time.

Usage

stratBoxPlots(strategy.st, symbols, from = NULL,
    to = NULL, short = FALSE, lagSeq = seq(1, 10),
    sigName = NULL, magicalThinking = FALSE,
    filenameMod = NULL, ...)

Arguments

strategy.st

the name of the strategy

symbols

a string of symbols for which there is OHLC data

from

a starting date (default NULL for complete data)

to

an ending date (default NULL for complete data)

short

whether the side of the trade is the long or short side

lagSeq

a sequence of days into the future. Defaults to 1 through 10

sigName

the name of the signal for which to create the box plots

fileNameMod

any name modifications for the title of the box plot and file name (EG parameter sets).

Value

prints a box plot to a file