quantstrat
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add Harvey and Liu (2015) Profit Hurdle to package
#64 added code for the Harvey and Liu Profit Hurdle to the sandbox in commit 17bdca.
#64 did not integrate this code, so creating an issue so we don't lose it.
The code for #66 is complete. Just need to decide if we want to create a branch for it first and then merge with master, and also needs some detail in the documentation. For now i am storing the profit.hurdle.R file locally and as a gist here.
#64 is completed with commit ee6e891