#!/usr/bin/Rscript –vanilla # # Jan Humme (@opentrades) - August 2012, revised April 2013 # # Tested and found to work correctly using blotter r1457 # # After Jaekle & Tamasini: A new approach to system development and portfolio optimisation (ISBN 978-1-905641-79-6) # # 3D SMA graph example
require(quantstrat) require(rgl)
load ‘stats’ back into .GlobalEnv
load(paste0( path.package(‘quantstrat’), ‘/data/luxor.parameters.1-10.30-55.RData’) )
show trade graphs from stats
tradeGraphs ( stats = stats, free.params = c(“Param.indicator.1.nFast”, “Param.indicator.2.nSlow”), statistics = c(“Net.Trading.PL”, “maxDrawdown”, “Avg.Trade.PL”, “Num.Trades”, “Profit.Factor”), title = ‘Luxor SMA Parameter Scan’ )