API for braverock/quantstrat
Quantitative Strategy Model Framework

Global functions
.deflatedSharpe Man page Source code
.firstCross Source code
.haircutSR Man page Source code
.onLoad Source code
.onUnload Source code
.profitHurdle Man page Source code
AAPL Man page
BBands Man page
Faber Man page
Federov.constraints Man page
Federov.paramset Man page Source code
SharpeRatio.deflated Man page Source code
SharpeRatio.haircut Man page Source code
add.distribution Man page Source code
add.distribution.constraint Man page Source code
add.indicator Man page Source code
add.init Man page Source code
add.rule Man page Source code
add.signal Man page Source code
addOrder Man page Source code
addPosLimit Man page
apply.constraints Source code
apply.paramset Man page Source code
apply.paramset.signal.analysis Man page Source code
applyIndicatorSignals Man page Source code
applyIndicators Man page Source code
applyParameter Man page Source code
applyRules Man page Source code
applySignals Man page Source code
applyStrategy Man page Source code
applyStrategy.rebalancing Man page Source code
beanplot.signals Man page Source code
chart.forward Man page Source code
chart.forward.training Man page Source code
clone.orderbook Man page Source code
clone.portfolio Man page Source code
create.paramset Source code
deflatedSharpe Man page
degrees.of.freedom Man page
degreesOfFreedom Man page
delete.paramset Man page Source code
distributional.boxplot Man page Source code
dof Man page Source code
enable.rule Man page Source code
expand.distributions Man page Source code
get.orderbook Man page
get.strategy Man page
getOrderBook Man page Source code
getOrders Man page Source code
getParameterTable Man page
getPosLimit Man page Source code
getStrategy Man page Source code
haircutSharpe Man page
initOrders Man page Source code
initStrategy Man page Source code
initSymbol Man page Source code
install.param.combo Man page Source code
is.strategy Man page Source code
label2index Source code
load.strategy Man page Source code
luxoraudit Man page
match.names Man page Source code
modify.args Source code
must.be.environment Source code
must.be.paramset Source code
must.be.portfolio Source code
must.be.strategy Source code
must.have.args Source code
osMaxPos Man page Source code
osNoOp Man page Source code
paramConstraint Man page Source code
portfolio.luxor Man page
post.signal.returns Man page Source code
print.dof Man page Source code
print.haircutSR Man page Source code
print.profitHurdle Man page Source code
profit.hurdle Man page Source code
profitHurdle Man page
put.orderbook Man page Source code
put.strategy Man page Source code
quantstrat Man page
quantstrat-package Man page
rm.strat Man page Source code
ruleCancel Man page Source code
ruleOrderProc Man page Source code
rulePctEquity Man page
ruleRevoke Man page
ruleSignal Man page Source code
sample_random_multests Man page Source code
save.strategy Man page Source code
select.samples Source code
setParameterConstraint Man page Source code
setParameterDistribution Man page Source code
sigComparison Man page Source code
sigCrossover Man page Source code
sigFormula Man page Source code
sigPeak Man page Source code
sigThreshold Man page Source code
sigTimestamp Man page Source code
signal.generate.statistics Man page Source code
signal.obj.slope Man page Source code
signal.path.plot Man page Source code
signal.plot Man page Source code
spx Man page
stats Man page
stratBBands Man page
stratFaber Man page
strategy Man page Source code
tradeGraphs Man page Source code
tradeOrderStats Man page Source code
updateOrders Man page Source code
updateStrategy Man page Source code
walk.forward Man page Source code
braverock/quantstrat documentation built on Nov. 24, 2022, 3:32 p.m.