API for R-Finance/quantstrat
Quantitative Strategy Model Framework

Global functions
.onLoad Man page
BBands Man page
Faber Man page
add.constraint Man page
add.distribution Man page
add.distribution.constraint Man page
add.indicator Man page
add.init Man page
add.rule Man page
add.signal Man page
addOrder Man page
addPosLimit Man page
apply.paramset Man page
applyIndicators Man page
applyParameter Man page
applyRules Man page
applySignals Man page
applyStrategy Man page
applyStrategy.rebalancing Man page
chart.forward Man page
chart.forward.training Man page
delete.paramset Man page
enable.rule Man page
get.orderbook Man page
get.strategy Man page
getOrderbook Man page
getOrders Man page
getParameterTable Man page
getPosLimit Man page
getStrategy Man page
initOrders Man page
initStrategy Man page
is.strategy Man page
load.strategy Man page
match.names Man page
osMaxPos Man page
osNoOp Man page
paramConstraint Man page
put.orderbook Man page
put.strategy Man page
quantstrat Man page
quantstrat-package Man page
rm.strat Man page
ruleOrderProc Man page
rulePctEquity Man page
ruleRevoke Man page
ruleSignal Man page
save.strategy Man page
setParameterConstraint Man page
setParameterDistribution Man page
sigComparison Man page
sigCrossover Man page
sigFormula Man page
sigPeak Man page
sigThreshold Man page
sigTimestamp Man page
stratBBands Man page
stratFaber Man page
strategy Man page
tradeGraphs Man page
tradeOrderStats Man page
updateOrders Man page
updateStrategy Man page
walk.forward Man page
R-Finance/quantstrat documentation built on May 8, 2019, 4:50 a.m.