SMI Net.Trading of single asset

[William Rechtin]

Hi all,

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? 


Thanks,

Will

        [[alternative HTML version deleted]]


_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

[braverock]

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

?tradeStats

Regards,

    - Brian

--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.