[R-SIG-Finance] apply.paramset trade-by-trade PnL data

[Jersey Fanatic]

Transaction table from applyStrategy() lists transaction dates and PnL in
trade-by-trade basis. However, after executing apply.paramset() on a
distribution of parameters, same trade-by-trade PnL statistics is not
retrievable via getTxns(). Is there a way to access trade-by-trade PnL data
results from *apply.paramset()* for each combination tried in the
optimization range? My end goal is to construct a time-aligned data table
with hourly/daily/weekly PnL for each combination of parameters.


2016-02-01 9:12 GMT+02:00 Jersey Fanatic <jerseyfanatic1 at gmail.com>:

> Transaction table from applyStrategy() lists transaction dates and PnL in
> trade-by-trade basis. However, after executing apply.paramset() on a
> distribution of parameters, same trade-by-trade PnL statistics is not
> retrievable via getTxns(). Is there a way to access trade-by-trade PnL data
> results from applyStrategy for each combination tried in the optimization
> range? My end goal is to construct a time-aligned data table with
> hourly/daily/weekly PnL for each combination of parameters.
>
> Thanks for the help in advance.
>

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