Dear guRus Say I have a price vector, P which is P = c(20,50,40,50) for four consecutive days.
My initial equity is say $100 and I re-invest the profits made in each transaction so my equity curve increases. If I go Long on day 1, short and short on day 2, long and long on day 3 and finally short on day 4, how do I calculate the total profits using R? Basically I stay invested at all times. I have simplified a larger problem by giving a small example. Thanks for your kind guidance in advance. Raghu [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.