addDistribution | Add distribution |
addDistributionConstraint | Add constraints to distributions |
addIndicators | Add multiple indicators to strategy |
addObject | Add user-defined objects to Strategy for future usage in... |
addRule | Add rule to strategy |
addRuleConstraint | Add rule's constraint |
addToReport | Add statistic to report of strategy |
addTradeTime | Adds time when trading is permitted |
addVariables | Add instruction for updating variables |
adjust_close | Adjust close table for dividends and splits |
calcBacktestResults | Aggregate results from backtests |
calcStat | Calculate statistic |
calcStat_ | Calculate statistic |
clearTradeTime | Remove trading time by type |
cloneStrategy | Copy Strategy object |
commission | Set commission to model |
corp_event | Indicator of corporate event |
cur_exchanged_price | Current exchanged price |
cur_price | Current price |
data | Data object. |
dates | Vector of dates. |
Diff | Works as function diff, but remains NA in the beginnig. |
eraseStat | Erase statistic |
expandLookback | Expand lookback to the whole available data |
get_adjusted | Adjusted close from Data |
getBacktestPnL | Returns aggregated PnL from applyParamset backtests |
getBacktestResults | Returns aggregated results of backtests |
getData | Gets modelData object from Strategy object |
getDateByIndex | Gets dates by indexes from modelData |
getDistributions | Get list of distributions |
getLookback.Strategy | Get lookback |
getMoney | Gets amount of money that we have at the beginning in... |
getPnL | Get pnl as xts series |
getSavedModels | Return Saved Models |
getTrades | Get report of trades of Strategy |
getTradeTime | Gets tarding time of strategy |
getTradingLog | Get all transactions |
getVersion | Return version under which model was created |
Head | Works as function head, erase rownames, works faster |
hello | Hello, World! |
i | Current index for main tables in data object. |
ii | Current index for range based indicators. |
IndicatorClass | Indicator constructor |
install.param.combo | Installs param combination into strategy |
installParams | Install parameters to model |
Lag | Works as function lag, but remains NA in the beginnig. |
lookback | Add lookback |
MA | The Triple Exponential Moving Average (T3) by Tim Tillson |
money_init | Initial amount of money |
money_last | Current amount of money. |
MSR | Varadi's MSR |
objects | Update environment with user-defined stats |
Params | Set list of parameters |
perform | Simulate strategy |
plotCalendar | Plot pnl in month-year matrix |
plotDrawdowns | Plot drawdowns |
plotNetPosition | Plot Net position of strategy |
plotParamset | Draws 5-D graph with axis x,y,size,color,symbol, which are... |
plotPnL | Plot change of profit and loss through backtest period |
plotPosition | Plot Capital of strategy |
plotTable | Draws 5-D graph with axis x,y,size,color,symbol, which are... |
plotTrades | Plot trade PnL vs MAE/MFE in trade |
pos_change | Change of position from start of period to the end. |
position_last | Size of current positions |
precalcStat | Calculate statistic |
printTradeTime | Prints trading time in format of time |
ProgramPart | Adds variables to strategy |
range | Current working indexes. |
RuleClass | Rule constructor |
RuleConstraintClass | RuleConstraint constructor |
setData | Set modelData object to Strategy object |
setMoney | Sets amount of money, that we have at the beginning |
Signal | Gets inforamtion about indicators in the model |
SignalClass | Signal constructor |
stat | This variable will be included to program and after calling... |
Stat | Class for one statistic |
stochRSI | Stochastic RSI Oscillator |
Strategy | Create Strategy object |
Tail | Works as function tail, erase rownames, works faster |
this | Strategy object. |
timer | Set up counter |
unrealized_money_last | Current unrealized profit or loss |
unreal_sum | Summed by legs unrealized pnl. |
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