pankaj3009/rtrade: Backtesting of Trading Strategies
The package provides 1. Ability to retrieve equity and futures prices from kairosdb, hosted by incurrency. 2. basic vector manipulation utilities that are useful for backtesting. 3. Framework for backtesting of trading signals. 4. Bootstrapping of trades. Added flag in bootstrap to reinstate tradingsize after target drawdown period.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Pankaj Sharma |
| Maintainer | <psharma@incurrency.com> |
| License | BSD-3-clause |
| Version | 0.2.7 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
