quantstrat (version 0.16.2)

signal.plot: Visualization of Signal Across Lookback

Description

This function takes a list of matrix of post signal price changes and plots boxplots. Note function plots whatever is given to it therefore when there are lots paramsets, it is best to plot a smaller portion so the information can be displayed clearly.

Usage

signal.plot(signals, rows = NULL, columns = NULL, mai = c(0.1, 0.4,
  0.2, 0.1), mgp = c(1, 1, 0), xlab = "", ylab = "",
  cex.main = 0.6, xaxt = "n", cex.axis = 0.5, h = 0,
  hlinecol = "red", ...)

Arguments

signals

list of paramset forward looking price changes by asset

rows

number of rows for plot

columns

number of columns for plot

mai

A numerical vector of the form c(bottom, left, top, right) which gives the margin size specified in inches.

mgp

The margin line (in mex units) for the axis title, axis labels and axis line. Note that mgp[1] affects title whereas mgp[2:3] affect axis. The default is c(3, 1, 0).

xlab

a title for the x axis

ylab

a title for the y axis

cex.main

The magnification to be used for main titles relative to the current setting of cex.

xaxt

A character which specifies the x axis type. Specifying "n" suppresses plotting of the axis. The standard value is "s": for compatibility with S values "l" and "t" are accepted but are equivalent to "s": any value other than "n" implies plotting.

cex.axis

The magnification to be used for axis annotation relative to the current setting of cex.

h

the y-value(s) for horizontal line(s).

hlinecol

A specification for the default plotting color. See section ‘Color Specification’.

...

any other passthru parameters