Man pages for QuantTools
Enhanced Quantitative Trading Modelling
| add_last_values | Add last values marks to the right of active time series plot |
| add_legend | Add legend to active time series plot |
| back_test | Generic back test function |
| bbands | Bollinger Bands |
| bw | Check if values are between specified interval |
| calc_decimal_resolution | Calculate decimal resolution |
| cpp_BBands | C++ Bollinger Bands class |
| cpp_Candle | C++ Candle class |
| cpp_Cost | C++ Trading Commissions class |
| cpp_Crossover | C++ Crossover class |
| cpp_Ema | C++ Exponential Moving Average class |
| cpp_Indicator | C++ Indicator Base class |
| cpp_Order | C++ Order class |
| cpp_Processor | C++ Processor class |
| cpp_RollLinReg | C++ Rolling Linear Regression class |
| cpp_RollPercentRank | C++ Rolling Percent Rank class |
| cpp_RollRange | C++ Rolling Range / Quantile class |
| cpp_RollSd | C++ Rolling Standard Deviation class |
| cpp_RollVolumeProfile | C++ Rolling Volume Profile class |
| cpp_Rsi | C++ Relative Strength Index class |
| cpp_Sma | C++ Simple Moving Average class |
| cpp_Stochastic | C++ Stochastic class |
| cpp_Tick | C++ Tick class |
| crossover | Crossover |
| distinct_colors | Distinct colors vector |
| dof | Do calculation on data.table excluding first column |
| ema | Exponential Moving Average |
| empty_plot | Plot empty plot |
| gen_futures_codes | Generate futures contract codes and schedule between dates |
| get_market_data | Download historical market data |
| hist_dt | Plot histogram of data.table by columns |
| iqfeed | IQFeed |
| iround | Round numbers to specified interval |
| lapply_named | lapply which returns named list |
| lines_ohlc | Add candles to active time series plot |
| lines_stacked_hist | Add stacked histogram to active time series plot |
| lmerge | Merge list of data.frames into data.table by key column |
| multi_heatmap | Multi Dimensional Heat Map |
| na_locf | Last Observation Carried Forward |
| plot_dts | Plot data.table time series |
| plot_table | Plot data.table as table |
| plot_ts | Plot time series !PLEASE USE plot_dts! |
| returns | Calculate returns |
| roll_futures | Combine multiple futures market data into continuous contract |
| roll_lm | Rolling Linear Regression |
| roll_percent_rank | Rolling Percent Rank |
| roll_range | Rolling Range |
| roll_sd | Rolling Standard Deviation |
| roll_sd_filter | Rolling Filter |
| roll_volume_profile | Rolling Volume Profile |
| round_POSIXct | Round POSIXct timestamps |
| rsi | Relative Strength Index |
| settings | QuantTools settings |
| sma | Simple Moving Average |
| stochastic | Stochastic |
| store_market_data | Store historical market data |
| ticks | Example intraday tick data |
| to_candles | Convert ticks to candles |
| to_ticks | Convert candles to ticks |
| to_UTC | Convert time zone to 'UTC' without changing value |
| wo | Select values in one vector not present in another |
