Man pages for R-Finance/quantstrat
Quantitative Strategy Model Framework
| add.constraint | Adds a constraint on 2 distributions within a paramset |
| add.distribution | Adds a distribution to a paramset in a strategy |
| add.distribution.constraint | Adds a constraint on 2 distributions within a paramset |
| add.indicator | add an indicator to a strategy |
| add.init | add arbitrary initialization functions to a strategy |
| addOrder | add an order to the order book |
| addPosLimit | add position and level limits at timestamp |
| add.rule | add a rule to a strategy |
| add.signal | add a signal to a strategy |
| applyIndicators | apply the indicators in the strategy to arbitrary market data |
| applyParameter | Generate parameter sets for a specific strategy, test the... |
| apply.paramset | Apply a paramset to the strategy |
| applyRules | apply the rules in the strategy to arbitrary market data |
| applySignals | apply the signals in the strategy to arbitrary market data |
| applyStrategy | apply the strategy to arbitrary market data |
| applyStrategy.rebalancing | apply the strategy to arbitrary market data, with periodic... |
| chart.forward | Chart to analyse walk.forward() objective function |
| chart.forward.training | Chart to analyse walk.forward() objective function |
| delete.paramset | Delete a paramset from a strategy |
| enable.rule | enable a rule in the strategy |
| getOrderBook | get the order book object |
| getOrders | get orders by time span, status, type, and side |
| getParameterTable | Extract the parameter structure from a strategy object. |
| getPosLimit | get position and level limits on timestamp |
| get.strategy | retrieve strategy from the container environment |
| initOrders | initialize order container |
| initStrategy | run standard and custom strategy initialization functions |
| is.strategy | test to see if object is of type 'strategy' |
| load.strategy | load a strategy object from disk into memory |
| match.names | match names in data to a list of partial name matches |
| .onLoad | .onLoad |
| osMaxPos | order sizing function for position limits and level sizing |
| osNoOp | default order sizing function |
| paramConstraint | Internal function used in applyParameter function for process... |
| put.orderbook | put an orderbook object in .strategy env |
| put.strategy | put a strategy object in .strategy env |
| quantstrat-package | Quantitative Strategy Model Framework |
| rm.strat | Remove objects associated with a strategy |
| ruleOrderProc | process open orders at time _t_, generating transactions or... |
| rulePctEquity | rule to base trade size on a percentage of available equity. |
| ruleRevoke | rule to revoke(cancel) an unfilled limit order on a signal |
| ruleSignal | default rule to generate a trade order on a signal |
| save.strategy | save a strategy object from memory onto disk |
| setParameterConstraint | Function to construct parameter constraint object. |
| setParameterDistribution | Function used to create an object that contains the... |
| sigComparison | generate comparison signal |
| sigCrossover | generate a crossover signal |
| sigFormula | generate a signal from a formula |
| sigPeak | signal function for peak/valley signals |
| sigThreshold | generate a threshold signal |
| sigTimestamp | generate a signal on a timestamp |
| stratBBands | Bollinger Bands Strategy |
| strategy | constructor for objects of type 'strategy' |
| stratFaber | Faber market timing strategy |
| tradeGraphs | Draw 3D graphs from tradeStats results using rgl |
| tradeOrderStats | get order information associated with closing positions |
| updateOrders | update an order or orders |
| updateStrategy | run standard and custom strategy wrapup functions such as... |
| walk.forward | Rolling Walk Forward Analysis |
