Files in quants-ch/Strategy
Generic Framework to Analyze Trading Strategies
.Rbuildignore
.gitignore
.project
DESCRIPTION
NAMESPACE
NEWS
R/0_class-Strategy.R
R/0_methods-BACKTEST.R
R/0_methods-BASICS.R
R/0_methods-GET.R
R/0_methods-PERFORMANCE.R
R/0_methods-PLOT.R
R/0_utils-Functions.R
R/1_data.R
R/strategy-Buyhold.R
R/strategy-CrossingKAMA.R
R/strategy-EWMA.R
R/strategy-Faber.R
R/strategy-KAMA.R
R/strategy-KAMA2.R
R/strategy-KAMA3.R
R/strategy-MA.R
README.md
Strategy.Rproj
cran-comments.md
data/assets.RData
inst/newStrategy.R
man/ES.Rd
man/MDD.Rd
man/Strategy-class.Rd
man/Strategy.Rd
man/VaR.Rd
man/assets.Rd
man/backtest.Rd
man/compare.Rd
man/getBacktestSetup.Rd
man/getCosts.Rd
man/getFilters.Rd
man/getIndicators.Rd
man/getParameters.Rd
man/getPrices.Rd
man/getSignals.Rd
man/getStratFUN.Rd
man/getStratName.Rd
man/getTrades.Rd
man/getWeights.Rd
man/hitratio.Rd
man/loss.Rd
man/newStrategyFunction.Rd
man/performance.Rd
man/performanceIndicators.Rd
man/plot.Rd
man/plotDrawdowns.Rd
man/plotPerformance.Rd
man/plotWeights.Rd
man/sharpe.Rd
vignettes/Strategy.Rmd
