CalcUKLotteryPnL {Trading} | R Documentation |
PnL calculation for UKLottery backtesting
Description
Calculates the PnL for a pay out structure created during backtesting
Usage
CalcUKLotteryPnL(backtested_results, plot_results = FALSE)
Arguments
backtested_results |
The UKLottery results backtested against the user input |
plot_results |
(Optional) If TRUE, the P&L historical graphs are plotted, default FALSE |
Value
PnL figures
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
uklottery_results = UKLotteryResults()
user_input = c(5,10,20,30,40,50)
backtested_results = UKLotteryBacktesting(uklottery_results,, user_input)
pnl_result = CalcUKLotteryPnL(backtested_results, plot_results = FALSE)
[Package Trading version 3.2 Index]