Strategy performance summary report
Hi algotr8der, As you can see on r-forge, Blotter has alpha development status. This project isn't finished and there is no the final version. Be forgiving, please.. or help to develop this package. The latest documentation can be found at this link: https://r-forge.r-project.org/scm/viewvc.php/pkg/blotter/man/?root=blotter The _main_ purpose of Blotter is the PnL - it's neither backtesting nor portfolio analysis tool. If you are interested in analysis and statistics of the portfolio (or strategy) rather see the PerformanceAnalytics package. Here you have a stable version of the documentation and examples: http://cran.r-project.org/web/packages/PerformanceAnalytics/index.html Development version: https://r-forge.r-project.org/projects/returnanalytics/ Best regards, daniel 2011/5/2 algotr8der <algotr8der at gmail.com>:
Hello everyone. I have been searching for documentation for the blotter package and I am confused as to what is the official documentation. I have version 193 of blotter installed and there are no user guides or package vignettes associated with the install. I too am looking for ways to extract trade statistics. So - my questions are: 1) Can someone please point me to the official documentation for blotter 2) Are functions such as table.TradeStats.R and the likes implemented in new versions of blotter. Thank you very kindly. -- View this message in context: http://r.789695.n4.nabble.com/Strategy-performance-summary-report-tp3166698p3489164.html Sent from the Rmetrics mailing list archive at Nabble.com.
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