Using chart.Posn()
One of the most enlightening things about a trading system is exploring what positions it took over the course of the trading simulation, as well as when it had its profits and drawdowns. Looking at a picture of the performance can deliver a great deal of insight in terms of refining similar trading systems in the future.
In this exercise, you will use the chart.Posn()
function. This generates a crisp and informative visualization of the performance of your trading system over the course of the simulation.
Your portfolio strategy (portfolio.st
) is preloaded into your environment.
This exercise is part of the course
Financial Trading in R
Exercise instructions
- Use
chart.Posn()
to view your trading system's performance over the course of the simulation forSPY
.
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
# Use chart.Posn to view your system's performance on SPY
chart.Posn(Portfolio = ___, Symbol = "___")