[Blotter-commits] r1212 - pkg/quantstrat/demo

[noreply at r-forge.r-project.org]

Author: braverock
Date: 2012-10-06 19:47:08 +0200 (Sat, 06 Oct 2012)
New Revision: 1212

Modified:
   pkg/quantstrat/demo/faber.R
Log:
- fix for change in column name in tradeStats fn

Modified: pkg/quantstrat/demo/faber.R
===================================================================
--- pkg/quantstrat/demo/faber.R	2012-10-06 17:37:10 UTC (rev 1211)
+++ pkg/quantstrat/demo/faber.R	2012-10-06 17:47:08 UTC (rev 1212)
@@ -139,7 +139,7 @@
 	charts.PerformanceSummary(cbind(ret1$total,SPY.ret), geometric=FALSE, wealth.index=TRUE)
 }
 
-faber.stats<-tradeStats('faber')[,c('Net.Trading.PL','maxDrawdown','Num.Trades','Profit.Factor','Std.Dev.Trade.PL','Largest.Winner','Largest.Loser','Max.Equity','Min.Equity')]
+faber.stats<-tradeStats('faber')[,c('Net.Trading.PL','Max.Drawdown','Num.Trades','Profit.Factor','Std.Dev.Trade.PL','Largest.Winner','Largest.Loser','Max.Equity','Min.Equity')]
 faber.stats
 
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