Files in cloudcell/quantstrat

Quantitative Strategy Model Framework

R/applyStrategy.rebalancing.R R/chart.forward.R R/chart.forward.training.R R/indicators.R R/initialize.R R/match.names.R R/orders.R R/osFUNs.R R/parameters.R R/paramsets.R R/quantstrat-package.R R/rebalance.rules.R R/ruleOrderProc.R R/ruleRevoke.R R/ruleSignal.R R/rules.R R/signals.R R/strategy.R R/tradeGraphs.R R/tradeOrderStats.R R/utils.R R/walk.forward.R R/wrapup.R README.md demo/bbandParameters.R demo/bbands.R demo/bee.R demo/faber.R demo/faberMC.R demo/faber_rebal.R demo/luxor.1.strategy.basic.R demo/luxor.2.add.paramsets.R demo/luxor.3.paramset.sma.R demo/luxor.4.paramset.timespan.R demo/luxor.5.strategy.ordersets.R demo/luxor.6.paramset.stoploss.R demo/luxor.6.paramset.stoptrailing.R demo/luxor.6.paramset.takeprofit.R demo/luxor.7.exit.and.risk.R demo/luxor.8.walk.forward.R demo/luxor.getSymbols.R demo/luxor.include.R demo/luxor.sample.MAE.stoploss.R demo/luxor.sample.MAE.stoptrailing.R demo/luxor.sample.MFE.takeprofit.R demo/luxor.sample.tradeGraphs.sma.R demo/luxor.sample.tradeGraphs.timespan.R demo/luxor.sample.walk.forward.R demo/maCross.R demo/macd.R demo/macdParameters.R demo/macdRebalancing.R demo/pair_trade.R demo/rocema.R demo/rsi.R demo/signal.RSI.R demo/signal.SMA.R inst/tests/TEMPLATE_test_demo.R inst/tests/test_bee.R inst/tests/test_blotter_break.R inst/tests/test_paramsets.R man/.onLoad.Rd man/add.distribution.Rd man/add.distribution.constraint.Rd man/add.indicator.Rd man/add.init.Rd man/add.rule.Rd man/add.signal.Rd man/addOrder.Rd man/addPosLimit.Rd man/apply.paramset.Rd man/apply.paramset.signal.analysis.Rd man/applyIndicatorSignals.Rd man/applyIndicators.Rd man/applyParameter.Rd man/applyRules.Rd man/applySignals.Rd man/applyStrategy.Rd man/applyStrategy.rebalancing.Rd man/beanplot.signals.Rd man/chart.forward.Rd man/chart.forward.training.Rd man/delete.paramset.Rd man/distributional.boxplot.Rd man/enable.rule.Rd man/get.strategy.Rd man/getOrderBook.Rd man/getOrders.Rd man/getParameterTable.Rd man/getPosLimit.Rd man/initOrders.Rd man/initStrategy.Rd man/initSymbol.Rd man/is.strategy.Rd man/load.strategy.Rd man/match.names.Rd man/osMaxPos.Rd man/osNoOp.Rd man/paramConstraint.Rd man/post.signal.returns.Rd man/put.orderbook.Rd man/put.strategy.Rd man/quantstrat-package.Rd man/rm.strat.Rd man/ruleOrderProc.Rd man/rulePctEquity.Rd man/ruleRevoke.Rd man/ruleSignal.Rd man/save.strategy.Rd man/setParameterConstraint.Rd man/setParameterDistribution.Rd man/sigComparison.Rd man/sigCrossover.Rd man/sigFormula.Rd man/sigPeak.Rd man/sigThreshold.Rd man/sigTimestamp.Rd man/signal.generate.statistics.Rd man/signal.obj.slope.Rd man/signal.path.plot.Rd man/signal.plot.Rd man/stratBBands.Rd man/stratFaber.Rd man/strategy.Rd man/tradeGraphs.Rd man/tradeOrderStats.Rd man/updateOrders.Rd man/updateStrategy.Rd man/walk.forward.Rd sandbox/QuantstratWorkshop.pdf sandbox/backtest_musings/cc-by-nc-sa.pdf sandbox/backtest_musings/gd_pres_backtest.Rmd sandbox/backtest_musings/gd_pres_backtest.pdf sandbox/backtest_musings/hypothesis_process.pdf sandbox/backtest_musings/research_replication.Rmd sandbox/backtest_musings/research_replication.pdf sandbox/backtest_musings/strat_dev_process.Rmd sandbox/backtest_musings/strat_dev_process.diff.Rmd sandbox/backtest_musings/strat_dev_process.pdf sandbox/init.strat_0.5.3.R tests/run-all.R