Man pages for naturalsmen/quantstrat
Quantitative Strategy Model Framework

add.distributionAdds a distribution to a paramset in a strategy
add.distribution.constraintAdds a constraint on 2 distributions within a paramset
add.indicatoradd an indicator to a strategy
add.initadd arbitrary initialization functions to a strategy
addOrderadd an order to the order book
addPosLimitadd position and level limits at timestamp
add.ruleadd a rule to a strategy
add.signaladd a signal to a strategy
applyIndicatorsapply the indicators in the strategy to arbitrary market data
applyIndicatorSignalsCalculate Indicators and Signals for a Strategy
applyParameterGenerate parameter sets for a specific strategy, test the...
apply.paramsetApply a paramset to the strategy
apply.paramset.signal.analysisSignal Analysis With Parmeter Optimization
applyRulesapply the rules in the strategy to arbitrary market data
applySignalsapply the signals in the strategy to arbitrary market data
applyStrategyapply the strategy to arbitrary market data
applyStrategy.rebalancingapply the strategy to arbitrary market data, with periodic...
beanplot.signalsVisualization of Signal Across Lookback with Beanplots
chart.forwardChart to analyse walk.forward() objective function
chart.forward.trainingChart to analyse walk.forward() objective function
delete.paramsetDelete a paramset from a strategy
distributional.boxplotVisualization of Single Signal
enable.ruleenable a rule in the strategy
getOrderBookget the order book object
getOrdersget orders by time span, status, type, and side
getParameterTableExtract the parameter structure from a strategy object....
getPosLimitget position and level limits on timestamp
get.strategyretrieve strategy from the container environment
initOrdersinitialize order container
initStrategyrun standard and custom strategy initialization functions
initSymbolRun standard and custom symbol initialization functions
is.strategytest to see if object is of type 'strategy'
load.strategyload a strategy object from disk into memory
match.namesmatch names in data to a list of partial name matches
osMaxPosorder sizing function for position limits and level sizing
osNoOpdefault order sizing function
paramConstraintInternal function used in applyParameter function for process...
post.signal.returnsGenerate Post Signal Returns
put.orderbookput an orderbook object in .strategy env
put.strategyput a strategy object in .strategy env
quantstrat-packageQuantitative Strategy Model Framework
rm.stratRemove objects associated with a strategy
ruleOrderProcprocess open orders at time _t_, generating transactions or...
rulePctEquityrule to base trade size on a percentage of available equity.
ruleRevokerule to revoke(cancel) an unfilled limit order on a signal
ruleSignaldefault rule to generate a trade order on a signal
save.strategysave a strategy object from memory onto disk
setParameterConstraintFunction to construct parameter constraint object....
setParameterDistributionFunction used to create an object that contains the...
sigComparisongenerate comparison signal
sigCrossovergenerate a crossover signal
sigFormulagenerate a signal from a formula
signal.generate.statisticsSignal Objective Function Calculation
signal.obj.slopeSignal Objective Function
signal.path.plotVisualization of Signal Path
signal.plotVisualization of Signal Across Lookback
sigPeaksignal function for peak/valley signals
sigThresholdgenerate a threshold signal
sigTimestampgenerate a signal on a timestamp
stratBBandsBollinger Bands Strategy
strategyconstructor for objects of type 'strategy'
stratFaberFaber market timing strategy
tradeGraphsDraw 3D graphs from tradeStats results using rgl
tradeOrderStatsget order information associated with closing positions
updateOrdersupdate an order or orders
updateStrategyrun standard and custom strategy wrapup functions such as...
walk.forwardRolling Walk Forward Analysis
naturalsmen/quantstrat documentation built on May 23, 2017, 10:38 a.m.