API for quants-ch/Strategy
Generic Framework to Analyze Trading Strategies
| Global functions | |
|---|---|
| ES | Man page |
| ES,Strategy-method | Man page |
| MDD | Man page |
| MDD,Strategy-method | Man page |
| Strategy | Man page |
| Strategy-class | Man page |
| VaR | Man page |
| VaR,Strategy-method | Man page |
| assets | Man page |
| backtest | Man page |
| backtest,Strategy-method | Man page |
| compare | Man page |
| compare,Strategy-method | Man page |
| getBacktestSetup | Man page |
| getBacktestSetup,Strategy-method | Man page |
| getCosts | Man page |
| getCosts,Strategy-method | Man page |
| getFilters | Man page |
| getFilters,Strategy-method | Man page |
| getIndicators | Man page |
| getIndicators,Strategy-method | Man page |
| getParameters | Man page |
| getParameters,Strategy-method | Man page |
| getPrices | Man page |
| getPrices,Strategy-method | Man page |
| getSignals | Man page |
| getSignals,Strategy-method | Man page |
| getStratFUN | Man page |
| getStratFUN,Strategy-method | Man page |
| getStratName | Man page |
| getStratName,Strategy-method | Man page |
| getTrades | Man page |
| getTrades,Strategy-method | Man page |
| getWeights | Man page |
| getWeights,Strategy-method | Man page |
| hitratio | Man page |
| hitratio,Strategy-method | Man page |
| loss | Man page |
| loss,Strategy-method | Man page |
| newStrategyFunction | Man page |
| performance | Man page |
| performance,Strategy-method | Man page |
| performanceIndicators | Man page |
| performanceIndicators,Strategy-method | Man page |
| plot | Man page |
| plot,Strategy,missing-method | Man page |
| plot.Strategy | Man page |
| plotDrawdowns | Man page |
| plotDrawdowns,Strategy-method | Man page |
| plotPerformance | Man page |
| plotPerformance,Strategy-method | Man page |
| plotWeights | Man page |
| plotWeights,Strategy-method | Man page |
| sharpe | Man page |
| sharpe,Strategy-method | Man page |
