getTrades {Strategy} | R Documentation |
Strategy
-objectGets the trades of an object of class Strategy
that were performed within strategy calculation.
getTrades(object, from = NULL, until = NULL, which = NULL,
of = "signals", use.backtest = FALSE)
## S4 method for signature 'Strategy'
getTrades(object, from = NULL, until = NULL,
which = NULL, of = c("signals", "weights"), use.backtest = FALSE)
object |
An object of class |
from |
The date in character format |
until |
The date in character format |
which |
Names or column-number of assets that should be included. If |
of |
Trades to be calculated on basis of trading |
use.backtest |
If set to |
##Not run:
# MA(200)-Strategy
params <- list(k=200)
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params)
# Get price data from MA(200)-Strategy
getTrades(myStrat.MA, from="2015-01-01", until="2015-12-31")
##End(Not run)