Financial Trading in R
Ilya Kipnis
Professional Quantitative Analyst and R programmer
chart.Posn()
gives a good first glance at strategy performance
chart.Posn(portfolio = portfolio.st, Symbol = "LQD")
Recalculate indicators outside of strategy to add to chart
sma50 <- SMA(x = Cl(LQD), n = 50)
sma200 <- SMA(x = Cl(LQD), n = 200)
dvo <- DVO(HLC = HLC(LQD), nAvg = 2, percentLookback = 126)
Add indicators with add_TA()
command. Use on = 1
to add to price plot
chart.Posn(Portfolio = portfolio.st, symbol = "LQD")
add_TA(sma50, on = 1, col = "blue")
add_TA(sma200, on = 1, col = "red")add_TA(dvo)
zoom_Chart("date1/date2")
to get a closer lookzoom_Chart("2007-08/2007-12")
results in:Financial Trading in R