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| RE: I would like to know How can I get statistics on the portfolio in Blotter [ Reply ] By: Brian Peterson on 2016-05-08 20:58 | [forum:43190] |
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tradeStats() produces statistics on round-turn trades, which by nature are on a single tradeable instrument. Could you be more precise about what you're looking for? You can already extract the periodic and daily P&L from the portfolio, or translate that to returns. Many/Most of the statistics returned by tradeStats would be meaningless for the whole portfolio. I agree that a 'portfolioStats' function might be useful, but I think we'd need to do more work to specify what you'd be looking for in that aggregation. |
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| I would like to know How can I get statistics on the portfolio in Blotter [ Reply ] By: Alex on 2016-05-08 14:43 | [forum:43189] |
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Hello. I would like to know How can I get statistics on the portfolio in Blotter? In my strategy, there are several instruments and when I get the statistics View(t(tradeStats(ltportfolio))) I get statistics for several instruments, (http://screencast.com/t/5xX4ZjmCsI) but I want to get statistics not for several instruments and for the the whole portfolio |
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