Files in Strategy

Generic Framework to Analyze Trading Strategies

MD5

NEWS

DESCRIPTION

README.md

NAMESPACE

inst/newStrategy.R inst/doc/Strategy.Rmd

inst/doc/Strategy.html

inst/doc/Strategy.R vignettes/Strategy.Rmd R/0_class-Strategy.R R/0_methods-BASICS.R R/strategy-KAMA2.R R/strategy-CrossingKAMA.R R/0_methods-BACKTEST.R R/0_utils-Functions.R R/strategy-Faber.R R/0_methods-PLOT.R R/strategy-Buyhold.R R/strategy-KAMA.R R/0_methods-PERFORMANCE.R R/0_methods-GET.R R/strategy-KAMA3.R R/strategy-MA.R R/1_data.R R/strategy-EWMA.R man/getFilters.Rd man/newStrategyFunction.Rd man/Strategy.Rd man/getBacktestSetup.Rd man/MDD.Rd man/plotPerformance.Rd man/loss.Rd man/compare.Rd man/getStratName.Rd man/getSignals.Rd man/getWeights.Rd man/performanceIndicators.Rd man/hitratio.Rd man/getTrades.Rd man/plotDrawdowns.Rd man/VaR.Rd man/plotWeights.Rd man/getCosts.Rd man/backtest.Rd man/getIndicators.Rd man/assets.Rd man/getParameters.Rd man/ES.Rd man/Strategy-class.Rd man/sharpe.Rd man/getPrices.Rd man/getStratFUN.Rd man/performance.Rd man/plot.Rd

build/vignette.rds

data/assets.RData

Strategy documentation built on May 2, 2019, 2:09 a.m.