generatePnlCurve

bidPrices

askPrices

an array that contains a vector of
  the position

runningPosition

specifies whether you want to have debug
  messages or not, defaults to FALSE

messages


method to generate a pnl curve from a running position.
bids, asks and running position must have the same length.
Can compute the pnl from one price to the other, but only
for one asset! Does not take time into account - if you
need signal delays, lag all input data on your own.


This R extension provides methods to use a standalone ActiveQuant
Master Server from within R. Currently available features include fetching
and storing historical data, receiving and sending live data.  Several
utility methods for simple data transformations are included, too. For
support requests, please join the mailing list at
https://r-forge.r-project.org/mail/?group_id=1518

Ulrich Staudinger

Interface methods to use with an ActiveQuant Master Server

generatePnlCurve function

method to generate a pnl curve from a running position.
bids, asks and running position must have the same length.
Can compute the pnl from one price to the other, but only for one asset!
Does not take time into account - if you need signal delays, lag
all input data on your own.

generatePnlCurve: method to generate a pnl curve from a running position. bids, asks and running position must have the same length. Can compute the pnl from one price to the other, but only for one asset! Does not take time into account - if you need signal delays, lag all input data on your own.

Description

Usage

Arguments

Value