danielkrizian / danielkrizian/strategery

Add more trade stats, plus rolling

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#19 1 comment 0 reactions 0 assignees View on GitHub
enhance - evaluation
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R
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Description

median trade
max/avg/median consecutive wining/losing trades
trades/day, trades/week, trades/month, trades/quarter
subset (by date) trade stats. So a parameter of subset (which could be like subset="2013-01-01/2013-07-22") would enable to get the trade stats only for particular time frame.
rolling trade stats (or any other stats) to plot the stats through time (on a rolling basis, used as a backtest rule input - security selection for example)

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