Strategy (version 1.0.1)

getIndicators: Get indicators from Strategy-object

Description

Gets the indicators data of an object of class Strategy that was used within strategy calculation.

Usage

getIndicators(object, from = NULL, until = NULL, which = NULL)
# S4 method for Strategy
getIndicators(object, from = NULL, until = NULL,
  which = NULL)

Arguments

object

An object of class Strategy.

from

The date in character format "yyyy-MM-dd" or as date-object from which indicators shall be returned. If NULL, no restriction is made.

until

The date in character format "yyyy-MM-dd" or as date-object until which indicators shall be returned. If NULL, no restriction is made.

which

Names or list-number of indicators that should be included. If NULL, all indicators are returned.

Examples

# NOT RUN {
##Not run:

# MA(200)-Strategy
params <- list(k=200)
randreturns <- xts::xts(rnorm(nrow(assets)), order.by=
seq(from=Sys.Date()-nrow(assets)+1, to=Sys.Date(), by="d"))
indicators <- list(returns=randreturns) # example: random returns
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params, indicators=indicators)

# Get indicator data from MA(200)-Strategy
getIndicators(myStrat.MA, from="2015-01-01", until="2015-12-31")

##End(Not run)
# }