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SMI Net.Trading of single asset
2 messages · William Rechtin, Brian G. Peterson
On 08/18/2012 02:57 PM, William Rechtin wrote:
I've applied a SMI strategy over a portfolio containing 3 assets in
quantstrat. I'm trying to call the Net.Trading.PL for each of the
individual assets. It seems like it would be something similar to
getPorfolio("portfolio name")$(asset name). Can anyone point me in
the right direction?
You're probably looking for
?tradeStats
Regards,
- Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock