Tag Archives: compute trade/signal statistics Pt 1

R trading workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

R  trading workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

R  trading including complete workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

This contains the following steps:

create the porfolio and account
Plot something like simple moving average
Create your Buy-Sell rules from creating potential short/long positions to exit position
Calculate P&L and resulting equity
Plot the performance
Initialize your set of orders
Crate a new strategy
Add a potential indicator to the strategy
Add a rule to the strategy
Add a signal to the strategy
Execute the strategy
Update the P&L
Plot the portfolio summary time series
Compute return and trade statistics

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