[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



    - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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