Last updated: 2019-03-07

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Knit directory: project/analysis/

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File Version Author Date Message
Rmd 2c2c5ce Tim Trice 2019-03-07 Minor formatting changes
Rmd eb1b0eb Tim Trice 2019-03-07 Modify sources
Rmd b2fa9ee Tim Trice 2019-03-07 Do not echo code
Rmd 974156a Tim Trice 2019-03-07 Add Author, Date to yaml
html 6cae50d Tim Trice 2019-03-03 Add docs
Rmd bd2d8f0 Tim Trice 2018-09-29 Refactor func load_data
Rmd 6e77a82 Tim Trice 2018-09-09 Add Per Trade Stats draft
Rmd 589f725 Tim Trice 2018-09-09 Add Chart Reconcile

Details The theoretical trades, positions, and P&L are plotted first, in the ‘light’ versions of the colors, and then the actual values are overplotted in the main color. If they agree completely, the theoretical values will not be visible. Differences will make themselves visible by misalignment of the symbols or lines.

The fourth panel is the difference in P&L between the theoretical and actual values, and could be considered ‘slippage’, which could be positive or negative. It is calculated by subtracting the theoretical P&L from the actual P&L. If parameter PLdiff is ‘cumulative’, then this panel will display the cumsum of difference between the theoretical and actual portfolios. If parameter PLdiff is ‘episodic’ it will display the differences in P&L

The data parameter allows the user to either View or return the data calculated inside the chart. Default FALSE (only chart)


Version Author Date
6cae50d Tim Trice 2019-03-03


Version Author Date
6cae50d Tim Trice 2019-03-03


Version Author Date
6cae50d Tim Trice 2019-03-03


Version Author Date
6cae50d Tim Trice 2019-03-03

R version 3.5.2 (2018-12-20)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 16.04.5 LTS

Matrix products: default
BLAS: /usr/lib/atlas-base/atlas/
LAPACK: /usr/lib/atlas-base/atlas/

 [1] LC_CTYPE=C.UTF-8       LC_NUMERIC=C           LC_TIME=C.UTF-8       
 [7] LC_PAPER=C.UTF-8       LC_NAME=C              LC_ADDRESS=C          

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] purrr_0.2.5                hrbrthemes_0.5.0.1        
 [3] glue_1.3.0                 ggplot2_3.1.0             
 [5] blotter_0.14.2             PerformanceAnalytics_1.5.2
 [7] FinancialInstrument_1.3.1  quantmod_0.4-13           
 [9] TTR_0.23-4                 xts_0.11-2                
[11] zoo_1.8-4                 

loaded via a namespace (and not attached):
 [1] Rcpp_1.0.0       bindr_0.1.1      pillar_1.3.1     compiler_3.5.2  
 [5] git2r_0.23.0     plyr_1.8.4       workflowr_1.2.0  iterators_1.0.10
 [9] tools_3.5.2      extrafont_0.17   boot_1.3-20      digest_0.6.18   
[13] tibble_1.4.2     evaluate_0.12    gtable_0.2.0     lattice_0.20-38 
[17] pkgconfig_2.0.2  rlang_0.3.0.1    foreach_1.4.4    curl_3.2        
[21] yaml_2.2.0       xfun_0.4         bindrcpp_0.2.2   Rttf2pt1_1.3.7  
[25] withr_2.1.2      dplyr_0.7.8      stringr_1.3.1    knitr_1.21      
[29] fs_1.2.6         tidyselect_0.2.5 rprojroot_1.3-2  grid_3.5.2      
[33] here_0.1         R6_2.3.0         rmarkdown_1.11   extrafontdb_1.0 
[37] magrittr_1.5     whisker_0.3-2    backports_1.1.3  scales_1.0.0    
[41] codetools_0.2-15 htmltools_0.3.6  assertthat_0.2.0 colorspace_1.3-2
[45] quadprog_1.5-5   stringi_1.2.4    lazyeval_0.2.1   munsell_0.5.0   
[49] crayon_1.3.4