[R-SIG-Finance] blotter tradeStats Profit.factor is Infinite ?

Daniel Cegiełka daniel.cegielka at gmail.com
Tue Oct 7 07:38:06 CEST 2014


https://github.com/rforge/blotter/blob/master/pkg/blotter/R/tradeStats.R#L147

GrossProfits <- sum(PL.gt0)
GrossLosses <- sum(PL.lt0)
if(GrossLosses == 0) ProfitFactor <- NA
else  ProfitFactor <- abs(GrossProfits/GrossLosses)

Daniel



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