performance analytics
On Mon, Oct 15, 2012 at 6:44 AM, sheenmaria <sheenmaria6 at gmail.com> wrote:
hi Michael, am sorry for the incomplete reply . csv file data havinmg like this ,
getSymbols("IBM")
weekly_data = to.weekly(week_name)
dataframe=data.frame(weekly_data)
outputfile_name="F:\\R-programs\\Outputfile.csv"
write.table(dataframe, file =outputfile_name,sep = ",",col.names
=TRUE,row.names = T)
datafrom_table <- read.csv(file=outputfile_name,head=TRUE,sep=",") d12=dput(datafrom_table)
charts.PerformanceSummary(d, rf = 0, main = NULL, method = "ModifiedVaR", width = 0,event.labels = NULL, ylog = FALSE, wealth.index = FALSE, gap = 12) it gives the result . but the number of morethan 40 it print a blank chart sheet.
I think your problem is that you aren't passing returns to
charts.PerformanceSummary().
This works:
getSymbols("IBM")
charts.PerformanceSummary(ROC(IBM))
Cheers,
Michael