From noreply at r-forge.r-project.org  Sun Feb 23 02:48:16 2014
From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org)
Date: Sun, 23 Feb 2014 02:48:16 +0100 (CET)
Subject: [Blotter-commits] r1585 - pkg/blotter/R
Message-ID: <20140223014816.C1147186C8C@r-forge.r-project.org>

Author: braverock
Date: 2014-02-23 02:48:16 +0100 (Sun, 23 Feb 2014)
New Revision: 1585

Modified:
   pkg/blotter/R/perTradeStats.R
Log:
- fix doc typos


Modified: pkg/blotter/R/perTradeStats.R
===================================================================
--- pkg/blotter/R/perTradeStats.R	2014-01-23 22:59:52 UTC (rev 1584)
+++ pkg/blotter/R/perTradeStats.R	2014-02-23 01:48:16 UTC (rev 1585)
@@ -146,12 +146,12 @@
 #' quantiles of per-trade stats
 #' 
 #' The quantiles of your trade statistics get to the heart of quantitatively 
-#' setting rational stops and possibly even profit taking tarkets 
+#' setting rational stops and possibly even profit taking targets 
 #' for a trading strategy or system.
 #' When applied to theoretical trades from a backtest, they may help to adjust 
 #' parameters prior to trying the strategy with real money.  
 #' When applied to real historical trades, they should help in examining what 
-#' is workeing and where there is room for improvment in a trading system 
+#' is working and where there is room for improvement in a trading system 
 #' or strategy.  
 #' 
 #' This function will use the \code{\link{quantile}} function to calculate