Man pages for Vitalic57/stratbuilder3gen
Package Provides Tools to Create and Backtest Financial Models

addDistributionAdd distribution
addDistributionConstraintAdd constraints to distributions
addIndicatorsAdd multiple indicators to strategy
addObjectAdd user-defined objects to Strategy for future usage in...
addRuleAdd rule to strategy
addRuleConstraintAdd rule's constraint
addToReportAdd statistic to report of strategy
addTradeTimeAdds time when trading is permitted
addVariablesAdd instruction for updating variables
adjust_closeAdjust close table for dividends and splits
calcBacktestResultsAggregate results from backtests
calcStatCalculate statistic
calcStat_Calculate statistic
clearTradeTimeRemove trading time by type
cloneStrategyCopy Strategy object
commissionSet commission to model
corp_eventIndicator of corporate event
cur_exchanged_priceCurrent exchanged price
cur_priceCurrent price
dataData object.
datesVector of dates.
DiffWorks as function diff, but remains NA in the beginnig.
eraseStatErase statistic
expandLookbackExpand lookback to the whole available data
get_adjustedAdjusted close from Data
getBacktestPnLReturns aggregated PnL from applyParamset backtests
getBacktestResultsReturns aggregated results of backtests
getDataGets modelData object from Strategy object
getDateByIndexGets dates by indexes from modelData
getDistributionsGet list of distributions
getLookback.StrategyGet lookback
getMoneyGets amount of money that we have at the beginning in...
getPnLGet pnl as xts series
getSavedModelsReturn Saved Models
getTradesGet report of trades of Strategy
getTradeTimeGets tarding time of strategy
getTradingLogGet all transactions
getVersionReturn version under which model was created
HeadWorks as function head, erase rownames, works faster
helloHello, World!
iCurrent index for main tables in data object.
iiCurrent index for range based indicators.
IndicatorClassIndicator constructor
install.param.comboInstalls param combination into strategy
installParamsInstall parameters to model
LagWorks as function lag, but remains NA in the beginnig.
lookbackAdd lookback
MAThe Triple Exponential Moving Average (T3) by Tim Tillson
money_initInitial amount of money
money_lastCurrent amount of money.
MSRVaradi's MSR
objectsUpdate environment with user-defined stats
ParamsSet list of parameters
performSimulate strategy
plotCalendarPlot pnl in month-year matrix
plotDrawdownsPlot drawdowns
plotNetPositionPlot Net position of strategy
plotParamsetDraws 5-D graph with axis x,y,size,color,symbol, which are...
plotPnLPlot change of profit and loss through backtest period
plotPositionPlot Capital of strategy
plotTableDraws 5-D graph with axis x,y,size,color,symbol, which are...
plotTradesPlot trade PnL vs MAE/MFE in trade
pos_changeChange of position from start of period to the end.
position_lastSize of current positions
precalcStatCalculate statistic
printTradeTimePrints trading time in format of time
ProgramPartAdds variables to strategy
rangeCurrent working indexes.
RuleClassRule constructor
RuleConstraintClassRuleConstraint constructor
setDataSet modelData object to Strategy object
setMoneySets amount of money, that we have at the beginning
SignalGets inforamtion about indicators in the model
SignalClassSignal constructor
statThis variable will be included to program and after calling...
StatClass for one statistic
stochRSIStochastic RSI Oscillator
StrategyCreate Strategy object
TailWorks as function tail, erase rownames, works faster
thisStrategy object.
timerSet up counter
unrealized_money_lastCurrent unrealized profit or loss
unreal_sumSummed by legs unrealized pnl.
Vitalic57/stratbuilder3gen documentation built on March 30, 2022, 6:58 a.m.