Vitalic57/stratbuilder2pub: It Provides Tools to Create and Backtest Financial Models
Toolkit for building your own trading model. This backtester is very suitable for pair trading. Spread of instruments can be created and updated during backtest. Indicators can be added to model. Rules for enter and exit from trade also can be added. Then rules for increase and decrease the position you can add to model. Perform your model. Check out base statistics and plot PnL, Drawdowns, Returns for every month. Define parameters of model and calculate models with them.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-2 | file LICENSE |
| Version | 1.4.2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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