In purplezippo/quantler: Quant Develop Tools

knitr::opts_chunk$set(collapse = TRUE, comment = "#>", fig.width = 7, fig.height = 7, fig.align = "center")
library(scales)
library(RColorBrewer)

Introduction

This package is disigned to provide functions to compute indicators of investment strategies.

Strategy

The input must be a dataframe like follows.

head(stradeinfo_bp)

Indicators

Back Test

bt <- backtest(stradeinfo_bp, cash = 100000)

visualization

plot(bt)

purplezippo/quantler documentation built on May 15, 2019, 4:27 p.m.