視覺化你的策略

R 的金融交易

Ilya Kipnis

Professional Quantitative Analyst and R programmer

chart.Posn 函式

chart.Posn() 可快速檢視策略績效

chart.Posn(portfolio = portfolio.st, Symbol = "LQD")

在策略外重算指標，方便加到圖上

sma50 <- SMA(x = Cl(LQD), n = 50)
sma200 <- SMA(x = Cl(LQD), n = 200)
dvo <- DVO(HLC = HLC(LQD), nAvg = 2, percentLookback = 126)

用 add_TA() 加入指標。設 on = 1 可疊在價格圖上

chart.Posn(Portfolio = portfolio.st, symbol = "LQD")
add_TA(sma50, on = 1, col = "blue")
add_TA(sma200, on = 1, col = "red")add_TA(dvo)

R 的金融交易