lazytrade (version 0.3.9)

get_profit_factorDF: Function that returns the profit factors of the systems in a form of a DataFrame

Description

Function that returns the profit factors of the systems in a form of a DataFrame

Usage

get_profit_factorDF(x, num_orders)

Arguments

x

- data frame with orders. Note x must contain MagicNumber and Profit columns!

num_orders

- desired number of orders to base profit factor calculation

Value

- Function returns dataframe with column PrFact with calculated profit factor value for each trading robot

Examples

# NOT RUN {
library(lazytrade)
library(dplyr)
library(magrittr)
data(profit_factorDF)
get_profit_factorDF(profit_factorDF, 10)



# }