[R-SIG-Finance] performance for intraday trading?

[Brian G. Peterson]

On Thu, 2011-09-01 at 08:15 -0500, Ulrich Staudinger wrote:
> can I use the performance package for creating reports for intraday
> trading?
> I typically see only examples with end of day trading systems, but do
> need to generate a report based on intraday trades.
> Any input on that? Is that possible? Has someone done that before? 

see function 'tradeStats' in package 'blotter'.

You haven't been very specific, but I this may be what you are looking
for.

If not, please be more specific, with an example if possible.

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock