[R-SIG-Finance] SMI Net.Trading of single asset

Brian G. Peterson brian at braverock.com
Sat Aug 18 22:29:37 CEST 2012


On 08/18/2012 02:57 PM, William Rechtin wrote:
> I've applied a SMI strategy over a portfolio containing 3 assets in
> quantstrat.  I'm trying to call the Net.Trading.PL for each of the
> individual assets.  It seems like it would be something similar to
> getPorfolio("portfolio name")$(asset name).  Can anyone point me in
> the right direction?

You're probably looking for

?tradeStats

Regards,

    - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



More information about the R-SIG-Finance mailing list