get_profit_factorDF {lazytrade}

Function that returns the profit factors of the systems in a form of a DataFrame

Description

Calculation of profit factor using dplyr verbs

Usage

get_profit_factorDF(x, num_orders)

Arguments

x

• data frame with orders. Note x must contain MagicNumber and Profit columns!

num_orders

• desired number of orders to base profit factor calculation

Value

• Function returns dataframe with column PrFact with calculated profit factor value for each trading robot

Examples

library(lazytrade)
library(dplyr)
library(magrittr)
data(profit_factorDF)
get_profit_factorDF(x = profit_factorDF,
                    num_orders = 10)