API for Strategy
Generic Framework to Analyze Trading Strategies

Global functions
ES Man page
ES,Strategy-method Man page
MDD Man page
MDD,Strategy-method Man page
PricesToLogReturns Source code
Strategy Man page Source code
Strategy-class Man page
VaR Man page
VaR,Strategy-method Man page
add.periods Source code
annFactor Source code
assets Man page
backtest Man page
backtest,Strategy-method Man page
bold Source code
changePeriodicity Source code
compare Man page
compare,Strategy-method Man page
getBacktestSetup Man page
getBacktestSetup,Strategy-method Man page
getCosts Man page
getCosts,Strategy-method Man page
getEnv Source code
getFilters Man page
getFilters,Strategy-method Man page
getIndicators Man page
getIndicators,Strategy-method Man page
getParameters Man page
getParameters,Strategy-method Man page
getPrices Man page
getPrices,Strategy-method Man page
getSignals Man page
getSignals,Strategy-method Man page
getStratFUN Man page
getStratFUN,Strategy-method Man page
getStratName Man page
getStratName,Strategy-method Man page
getTrades Man page
getTrades,Strategy-method Man page
getWeights Man page
getWeights,Strategy-method Man page
hitratio Man page
hitratio,Strategy-method Man page
loss Man page
loss,Strategy-method Man page
newStrategyFunction Man page Source code
ogReturnsToPrices Source code
performance Man page
performance,Strategy-method Man page
performanceIndicators Man page
performanceIndicators,Strategy-method Man page
periods2Horizon Source code
plot Man page
plot,Strategy,missing-method Man page
plot.Strategy Man page Source code
plotDrawdowns Man page
plotDrawdowns,Strategy-method Man page
plotPerformance Man page
plotPerformance,Strategy-method Man page
plotWeights Man page
plotWeights,Strategy-method Man page
retrievePeriodicity Source code
sharpe Man page
sharpe,Strategy-method Man page
stratFUN.declareParams Source code
strategy.buyhold Source code
strategy.crossingkama Source code
strategy.ewma Source code
strategy.faber Source code
strategy.kama Source code
strategy.kama2 Source code
strategy.kama3 Source code
strategy.ma Source code
toPeriod Source code
validWhich Source code
xts.rollingWindows Source code
Strategy documentation built on Aug. 24, 2017, 5:19 p.m.