get_profit_factorDF function

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

Calculation of profit factor using dplyr verbs

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

Returns

• 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)