[R-SIG-Finance] Strategy performance summary report

[Daniel Cegiełka]

Hi algotr8der,

As you can see on r-forge, Blotter has alpha development status. This
project isn't finished and there is no the final version. Be
forgiving, please.. or help to develop this package.

The latest documentation can be found at this link:

https://r-forge.r-project.org/scm/viewvc.php/pkg/blotter/man/?root=blotter

The _main_ purpose of Blotter is the PnL - it's neither backtesting
nor portfolio analysis tool. If you are interested in analysis and
statistics of the portfolio (or strategy) rather see the
PerformanceAnalytics package.

Here you have a stable version of the documentation and examples:

http://cran.r-project.org/web/packages/PerformanceAnalytics/index.html

Development version:

https://r-forge.r-project.org/projects/returnanalytics/

Best regards,
daniel



2011/5/2 algotr8der <algotr8der at gmail.com>:
> Hello everyone.
>
> I have been searching for documentation for the blotter package and I am
> confused as to what is the official documentation. I have version 193 of
> blotter installed and there are no user guides or package vignettes
> associated with the install.
>
> I too am looking for ways to extract trade statistics.
>
> So - my questions are:
>
> 1) Can someone please point me to the official documentation for blotter
>
> 2) Are functions such as table.TradeStats.R and the likes implemented in new
> versions of blotter.
>
> Thank you very kindly.
>
>
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