Hi,

I have been learning R and trying to learn/use quanstrat/blotter for some
time now and I find it very nice. I would like to thank developers and the
community for creating and improving it.

I have a very simple problem: I would like to create a strategy perfomance
summary report (since I can not find it in the package or in the
r-sig-finance list archives). I would like to display information about
strategy performance in simmilar way as is done here
http://quantumfinancier.wordpress.com/2010/09/24/new-strategy-performance-summary/.
Most of the info was calculating using PerformanceAnalytics as shown
in
http://quantumfinancier.wordpress.com/2010/06/26/support-vector-machine-rsi-system/.
I can replicate that. I am having problems with how to calculate trade
statistics Win%, Average/Median Trade/win/loss, Win/Loss ratio etc. The only
example I found was from Josh Urlich
http://blog.fosstrading.com/2009/06/rsi2-evaluation.html unfortunately not
using blotter...

My problem is that I do not (yet) understand blotter internal data
structures in order to be able to extract data needed for calculations. I
would very much appreciate if someone could share an example of how to get
this data from blotter.

Thanks in advance for any hints/examples/...

Kind regards,
Klemen.

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