API for ivanliu1989/RQuantTrader
A collection of functions for pair trading
| Global functions | |
|---|---|
| .onLoad | Source code Source code |
| AUDUSD | Man page |
| AUSYC | Man page |
| AugmentedDickeyFullerTest | Man page Source code |
| BackTesting | Source code |
| BackTestingRealTime | Source code |
| BackTestingRealTimeBenchmark | Source code |
| BollingerBands | Man page Source code |
| CADUSD | Man page |
| CANYC | Man page |
| CoInterestRateParity | Man page Source code |
| CorrelationTest | Man page Source code |
| HalfLifeMeanReversion | Man page Source code |
| HedgeRatioOLS | Man page Source code |
| HurstExponentTest | Man page Source code |
| InitializeContext | Source code |
| JohansenCointegrationTest | Man page Source code |
| OrnsteinUhlenbeckHalfLife | Man page Source code |
| SampleUniverse | Man page |
| USAYC | Man page |
| WalkForwardTesting | Source code |
| add.rule | Source code |
| add.signal | Source code |
| computeHoldingsPct | Man page Source code |
| createSummarySheet | Man page Source code |
| drawEconomicCalendar | Man page Source code |
| fillMissingData | Man page Source code |
| finIndicatorCommon | Man page Source code |
| finIndicatorHLC | Man page Source code |
| finIndicatorHLCVol | Man page Source code |
| findCorLags | Man page Source code |
| generateCandleStickPatterns | Man page Source code |
| get.orderbook | Source code |
| get.orders | Source code |
| get.strategy | Source code |
| getPriceRatio | Man page Source code |
| getSlope | Man page Source code |
| getUserTemplate | Source code |
| getUserTemplate2 | Source code |
| hello | Man page |
| indexation | Man page Source code |
| initTradingEnv | Source code |
| is.strategy | Source code |
| kalmanFilter | Source code |
| kalmanInit | Source code |
| loadQuantPackages | Man page Source code |
| make_order_pct | Man page Source code |
| modelBondIRFeatures | Man page Source code |
| modelCandleFeatures | Man page Source code |
| modelMultivariableFeatures | Man page Source code |
| modelPricingFeatures | Man page Source code |
| momentum.Crossover | Man page Source code |
| momentum.MACD | Man page Source code |
| momentum.RSI | Man page Source code |
| performanceEvaluationEmail | Source code |
| performanceReport | Source code |
| prepareForexData | Man page Source code |
| prepareForexOandaData | Man page Source code |
| prepareForexOandaPrices | Man page Source code |
| prepareIBForexPrices | Man page Source code |
| prepareMachinelearningFeatures | Man page Source code |
| prepareMachinelearningFeaturesIG | Man page Source code |
| put.orderbook | Source code |
| returnTraining | Man page Source code |
| searchCointegratedPairsOanda | Man page Source code |
| setDataTable | Man page Source code |
| setupNewStrategy | Man page Source code |
| sp500 | Man page |
| startAlgoTrading | Man page Source code |
| storeOandaPricing | Man page Source code |
| strategyBuilder | Source code |
| twitterAnomalyDetect | Man page Source code |
| twitterClusterGraph | Man page |
| twitterEmotionalValence | Man page |
| volatilityTraining | Man page Source code |
| walk.forward | Source code |
| xgbRegSimulation | Source code |
| zscores | Man page Source code |
| zscores.ma | Man page Source code |
