Files in cloudcell/quantstrat
Quantitative Strategy Model Framework
.Rbuildignore
.gitattributes
.gitignore
.project
.travis.yml
DESCRIPTION
NAMESPACE
R/.vimrc
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
data/luxor-p066.RData
data/luxor.parameters.1-10.30-55.RData
data/luxor.timespan.24x24.2002-2008.RData
data/luxor.wfa.ples.RData
data/spx.rda
data/stratBBands.rda
data/stratFaber.rda
demo/00Index
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/extdata/GBPUSD/2002.10.21.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.22.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.23.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.24.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.25.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.27.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.28.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.29.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.30.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.31.GBPUSD.rda
inst/extdata/luxor.RData
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/ES/2011.01.02.ES.rda
sandbox/ES/2011.01.03.ES.rda
sandbox/ES/2011.01.04.ES.rda
sandbox/ES/2011.01.05.ES.rda
sandbox/ES/2011.01.06.ES.rda
sandbox/ES/2011.01.07.ES.rda
sandbox/ES/2011.01.09.ES.rda
sandbox/ES/2011.01.10.ES.rda
sandbox/ES/2011.01.11.ES.rda
sandbox/ES/2011.01.12.ES.rda
sandbox/ES/2011.01.13.ES.rda
sandbox/ES/2011.01.14.ES.rda
sandbox/ES/2011.01.16.ES.rda
sandbox/ES/2011.01.17.ES.rda
sandbox/ES/2011.01.18.ES.rda
sandbox/ES/2011.01.19.ES.rda
sandbox/ES/2011.01.20.ES.rda
sandbox/ES/2011.01.21.ES.rda
sandbox/ES/2011.01.23.ES.rda
sandbox/ES/2011.01.24.ES.rda
sandbox/ES/2011.01.25.ES.rda
sandbox/ES/2011.01.26.ES.rda
sandbox/ES/2011.01.27.ES.rda
sandbox/ES/2011.01.28.ES.rda
sandbox/ES/2011.01.30.ES.rda
sandbox/ES/2011.01.31.ES.rda
sandbox/QuantstratWorkshop.pdf
sandbox/backtest_musings/.directory
sandbox/backtest_musings/MAE.png
sandbox/backtest_musings/OOS_det.png
sandbox/backtest_musings/boxplot.png
sandbox/backtest_musings/building_blocks.png
sandbox/backtest_musings/cc-by-nc-sa.pdf
sandbox/backtest_musings/gamlss.png
sandbox/backtest_musings/gd_pres_backtest.Rmd
sandbox/backtest_musings/gd_pres_backtest.pdf
sandbox/backtest_musings/histogram.png
sandbox/backtest_musings/hypothesis_process.pdf
sandbox/backtest_musings/idea_funnel.svg
sandbox/backtest_musings/param_region.png
sandbox/backtest_musings/resampling1.png
sandbox/backtest_musings/research_replication.Rmd
sandbox/backtest_musings/research_replication.pdf
sandbox/backtest_musings/stat_process.bib
sandbox/backtest_musings/strat_dev_process.Rmd
sandbox/backtest_musings/strat_dev_process.diff.Rmd
sandbox/backtest_musings/strat_dev_process.pdf
sandbox/backtest_musings/walk_forward_chart.png
sandbox/backtest_musings/walk_forward_gantt.png
sandbox/init.strat_0.5.3.R
src/firstCross.c
tests/run-all.R
