Man pages for greatgray/scorecard
GGCM Model Performance Scorecard

apply_rankApply a rank function to an 'xts' price history.
ave_3ROCCreates a price history rank by averaging three look-back...
create_pngCreates a PNG file graphic of a scorecard data frame.
emitEmits a plot to the viewer and to a file. Writes plots to...
find_cellReturns a cell from a grid table, using row, column and name...
format_per_trade_statsApplies formatting to the per-trade statistics from...
format_trade_statsApplies formatting to the per-trade statistics from...
getAdjustedChooses the adjusted values columes from a Quandl EOD data...
get_and_adjustRetrieves ticker price histories and applies adjusted values....
gg_candlesProduce a candelstick chart of a given price history. Uses...
gg_charts_summary_2Produces a plot of cumulative performance and drawdown over...
gg_charts_summary_3Produces a plot of cumulative performance, returns, and...
model_update_rm_3rocComputes out-of-sample performance for the 3ROC models. Run...
model_update_rso20_rocComputes out-of-sample performance for the RSO models. Run...
monthly_adComputes monthly periodicity of adjusted close prices. Price...
monthly_pricesGiven a list of ticker symbols, retrieve the symbol's price...
monthly_returnsGiven a list of ticker symbols, retrieve the symbol's price...
plot_model_statProduces a plot of a time series statistics, where the...
plot_positionProduces a plot of 'blotter' portfolio position over time....
pretty_statsPretty-print 'blotter' trade stats, all rows, columns 1-30.
recolor_rankRecolors a scorecard table grid by setting every cell...
recolor_statusRecolors a scorecard table grid by setting the model...
reset_quantstratReset quantstrat environments '.strategy', '.blotter', and...
row_rankComputes the row-wise rank for each row in an XTS object. The...
scorecardscorecard: GGCM scorecard model performance update and report...
scorecard_checkCheck scorecard transaction file before use
scorecard_precheckCheck scorecard configuration file before use
scorecard_produceProduces scorecard tables
scorecard_updateUpdate scorecard data
strength_ROCCreates a ranking of rate of change representing strength of...
strength_SMACreates a ranking by strength of simple moving average...
symbol_rank_dailyAppends the associated ranking value of an XTS history as a...
symbol_rank_monthlyConverts symbol price histories to monthly periodicity and...
weight_ave_3ROCProvides a ranking of weighted-average rate of change (ROC)...
weight_ave_3ROC_filterProvides a ranking of weighted-average rate of change (ROC)...
weight_ave_3ROC_strictProvides a ranking of weighted-average rate of change (ROC)...
greatgray/scorecard documentation built on Sept. 5, 2017, 3:36 a.m.