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PortfolioEffectHFT (version 1.6)

util_line2d: Adds line chart to existing plot

Description

Adds another line chart on the existing plot using a time series of metric values.

Usage

util_line2d(metric,legend="")

Arguments

metric
Time series of (time, value) returned by metric functions.
legend
Legend of the line

Value

Examples

Run this code
## Not run: 
# data(aapl.data) 
# data(goog.data) 
# data(spy.data) 
# portfolio<-portfolio_create(priceDataIx=spy.data)
# portfolio_settings(portfolio,portfolioMetricsMode="price",windowLength = '3600s')
# portfolio_addPosition(portfolio,'GOOG',100,priceData=goog.data)  
# portfolio_addPosition(portfolio,'AAPL',300,priceData=aapl.data) 
# portfolio_addPosition(portfolio,'SPY',150,priceData=spy.data)
# util_plot2d(position_return(portfolio,'GOOG'),title="Positions returns",legend="GOOG")+
# util_line2d(position_return(portfolio,'AAPL'),legend="AAPL")+
# util_line2d(position_return(portfolio,'SPY'),legend="SPY")
# ## End(Not run)

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