Files in redmode/quantstrat
Quantitative Strategy Model Framework
DESCRIPTION
NAMESPACE
R/applyStrategy.rebalancing.R
R/chart.forward.R
R/chart.forward.training.R
R/indicators.R
R/initialize.R
R/match.names.R
R/orders.R
R/osFUNs.R
R/parameters.R
R/paramsets.R
R/rebalance.rules.R
R/ruleOrderProc.R
R/ruleRevoke.R
R/ruleSignal.R
R/rules.R
R/signals.R
R/strategy.R
R/tradeGraphs.R
R/tradeOrderStats.R
R/utils.R
R/walk.forward.R
R/wrapup.R
data/datalist
data/luxor-p066.RData
data/luxor.parameters.1-10.30-55.RData
data/luxor.timespan.24x24.2002-2008.RData
data/luxor.wfa.ples.RData
data/spx.rda
data/stratBBands.rda
data/stratFaber.rda
demo/00Index
demo/bbandParameters.R
demo/bbands.R
demo/bee.R
demo/faber.R
demo/faberMC.R
demo/faber_rebal.R
demo/luxor.1.strategy.basic.R
demo/luxor.2.add.paramsets.R
demo/luxor.3.paramset.sma.R
demo/luxor.4.paramset.timespan.R
demo/luxor.5.strategy.ordersets.R
demo/luxor.6.paramset.stoploss.R
demo/luxor.6.paramset.stoptrailing.R
demo/luxor.6.paramset.takeprofit.R
demo/luxor.7.exit.and.risk.R
demo/luxor.8.walk.forward.R
demo/luxor.getSymbols.R
demo/luxor.include.R
demo/luxor.sample.MAE.stoploss.R
demo/luxor.sample.MAE.stoptrailing.R
demo/luxor.sample.MFE.takeprofit.R
demo/luxor.sample.tradeGraphs.sma.R
demo/luxor.sample.tradeGraphs.timespan.R
demo/luxor.sample.walk.forward.R
demo/maCross.R
demo/macd.R
demo/macdParameters.R
demo/macdRebalancing.R
demo/pair_trade.R
demo/rocema.R
demo/rsi.R
inst/extdata/GBPUSD/2002.10.21.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.22.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.23.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.24.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.25.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.27.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.28.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.29.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.30.GBPUSD.rda
inst/extdata/GBPUSD/2002.10.31.GBPUSD.rda
inst/extdata/luxor.RData
inst/tests/TEMPLATE_test_demo.R
inst/tests/nuke_environments.R
inst/tests/prepend.sh
inst/tests/test_bbandParameters.R
inst/tests/test_bbands.R
inst/tests/test_bee.R
inst/tests/test_blotter_break.R
inst/tests/test_faber.R
inst/tests/test_faberMC.R
inst/tests/test_faber_rebal.R
inst/tests/test_luxor-3.11.R
inst/tests/test_luxor-3.12.R
inst/tests/test_luxor-3.16.R
inst/tests/test_luxor.1.R
inst/tests/test_luxor.2.R
inst/tests/test_luxor.3.Parameters.R
inst/tests/test_luxor.3.Parameters.tradegraphs.R
inst/tests/test_luxor.3.R
inst/tests/test_luxor.4.R
inst/tests/test_luxor.4.Timespans.R
inst/tests/test_luxor.4.Timespans.tradegraphs.R
inst/tests/test_luxor.StopLoss.R
inst/tests/test_luxor.StopTrailing.R
inst/tests/test_luxor.TakeProfit.R
inst/tests/test_luxor.exits.R
inst/tests/test_luxor.orderchains.R
inst/tests/test_luxor.strategy.R
inst/tests/test_maCross.R
inst/tests/test_macd.R
inst/tests/test_macdParameters.R
inst/tests/test_macdRebalancing.R
inst/tests/test_pair_trade.R
inst/tests/test_rocema.R
inst/tests/test_rsi.R
man/add.constraint.Rd
man/add.distribution.Rd
man/add.distribution.constraint.Rd
man/add.indicator.Rd
man/add.init.Rd
man/add.rule.Rd
man/add.signal.Rd
man/addOrder.Rd
man/addPosLimit.Rd
man/apply.paramset.Rd
man/applyIndicators.Rd
man/applyParameter.Rd
man/applyRules.Rd
man/applySignals.Rd
man/applyStrategy.Rd
man/applyStrategy.rebalancing.Rd
man/chart.forward.Rd
man/chart.forward.training.Rd
man/delete.paramset.Rd
man/enable.rule.Rd
man/get.strategy.Rd
man/getOrderBook.Rd
man/getOrders.Rd
man/getParameterTable.Rd
man/getPosLimit.Rd
man/initOrders.Rd
man/initStrategy.Rd
man/is.strategy.Rd
man/load.strategy.Rd
man/match.names.Rd
man/osMaxPos.Rd
man/osNoOp.Rd
man/paramConstraint.Rd
man/put.orderbook.Rd
man/put.strategy.Rd
man/quantstrat-package.Rd
man/rm.strat.Rd
man/ruleOrderProc.Rd
man/rulePctEquity.Rd
man/ruleRevoke.Rd
man/ruleSignal.Rd
man/save.strategy.Rd
man/setParameterConstraint.Rd
man/setParameterDistribution.Rd
man/sigComparison.Rd
man/sigCrossover.Rd
man/sigFormula.Rd
man/sigPeak.Rd
man/sigThreshold.Rd
man/sigTimestamp.Rd
man/stratBBands.Rd
man/stratFaber.Rd
man/strategy.Rd
man/tradeGraphs.Rd
man/tradeOrderStats.Rd
man/updateOrders.Rd
man/updateStrategy.Rd
man/walk.forward.Rd
src/firstCross.c
tests/run-all.R
