getBacktestSetup {Strategy}R Documentation

Get backtest parameter values from Strategy-object

Description

Gets the backtest parameter values of an object of class Strategy that were used for backtesting the strategy. This includes the information about the parameters,

Usage

getBacktestSetup(object)

## S4 method for signature 'Strategy'
getBacktestSetup(object)

Arguments

object

An object of class Strategy.

Examples

##Not run:

# MA(200)-Strategy
params <- list(k=200)
myStrat.MA <- Strategy(assets=assets, strat="MA", strat.params=params)

# Get backtest setup from MA(200)-Strategy
getBacktestSetup(myStrat.MA)

##End(Not run)

[Package Strategy version 1.0.1 Index]