[R-SIG-Finance] Quantstrat summary of trades/transactions

[Joshua Ulrich]

See ?tradeStats in blotter.
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com


On Mon, Dec 17, 2012 at 10:12 PM, Robert A'gata <rhelpacc at gmail.com> wrote:
> Hi,
>
> I think there must be a function already in place to summarize trades and
> transaction fees after running backtesting in quantstrat. For example, I
> would like to know how many trades (long/short) I have done, number of
> winner/loser trades, average pnl per trade, etc.
>
> I am wondering if there is such a function. If any, would you please kindly
> point me to some example? I looked at tutorials online such as some blogs
> and pdfs. I couldn't come across one. Thank you.
>
> Robert
>
>         [[alternative HTML version deleted]]
>
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