CalcUKThunderBallPnL {Trading} | R Documentation |
PnL calculation for UKThunderBall backtesting
Description
Calculates the PnL for a pay out structure created during backtesting
Usage
CalcUKThunderBallPnL(backtested_results, plot_results = FALSE)
Arguments
backtested_results |
The UKThunderBall results backtested against the user input |
plot_results |
(Optional) If TRUE, the P&L historical graphs are plotted, default FALSE |
Value
PnL figures
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
ukthunderball_results = UKThunderBallResults()
user_input = c(10,20,30,31,32,5)
backtested_results = UKThunderballBacktesting(ukthunderball_results, user_input = user_input)
pnl_result = CalcUKThunderBallPnL(backtested_results, plot_results = FALSE)
[Package Trading version 3.2 Index]