PortfolioEffectHFT (version 1.7)

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

## Not run: 
# data(aapl.data) 
# data(goog.data) 
# data(spy.data) 
# portfolio=portfolio_create(priceDataIx=spy.data)
# portfolio_settings(portfolio,portfolioMetricsMode="price",windowLength = '3600s')
# positionGOOG=position_add(portfolio,'GOOG',100,priceData=goog.data)   
# positionAAPL=position_add(portfolio,'AAPL',300,priceData=aapl.data) 
# positionSPY=position_add(portfolio,'SPY',500,priceData=spy.data) 
# plot(log_return(positionGOOG),title="Positions returns",legend="GOOG")+
# util_line2d(compute(log_return(positionAAPL))[[1]],legend="AAPL")+
# util_line2d(compute(log_return(positionSPY))[[1]],legend="SPY")
# ## End(Not run)