add.constraint | Adds a constraint on 2 distributions within a paramset |
add.distribution | Adds a distribution to a paramset in a strategy |
add.distribution.constraint | Adds a constraint on 2 distributions within a paramset |
add.indicator | add an indicator to a strategy |
add.init | add arbitrary initialization functions to a strategy |
addOrder | add an order to the order book |
addPosLimit | add position and level limits at timestamp |
add.rule | add a rule to a strategy |
add.signal | add a signal to a strategy |
applyIndicators | apply the indicators in the strategy to arbitrary market data |
applyParameter | Generate parameter sets for a specific strategy, test the... |
apply.paramset | Apply a paramset to the strategy |
applyRules | apply the rules in the strategy to arbitrary market data |
applySignals | apply the signals in the strategy to arbitrary market data |
applyStrategy | apply the strategy to arbitrary market data |
applyStrategy.rebalancing | apply the strategy to arbitrary market data, with periodic... |
chart.forward | Chart to analyse walk.forward() objective function |
chart.forward.training | Chart to analyse walk.forward() objective function |
delete.paramset | Delete a paramset from a strategy |
enable.rule | enable a rule in the strategy |
getOrderBook | get the order book object |
getOrders | get orders by time span, status, type, and side |
getParameterTable | Extract the parameter structure from a strategy object. |
getPosLimit | get position and level limits on timestamp |
get.strategy | retrieve strategy from the container environment |
initOrders | initialize order container |
initStrategy | run standard and custom strategy initialization functions |
is.strategy | test to see if object is of type 'strategy' |
load.strategy | load a strategy object from disk into memory |
match.names | match names in data to a list of partial name matches |
osMaxPos | order sizing function for position limits and level sizing |
osNoOp | default order sizing function |
paramConstraint | Internal function used in applyParameter function for process... |
put.orderbook | put an orderbook object in .strategy env |
put.strategy | put a strategy object in .strategy env |
quantstrat-package | Quantitative Strategy Model Framework |
rm.strat | Remove objects associated with a strategy |
ruleOrderProc | process open orders at time _t_, generating transactions or... |
rulePctEquity | rule to base trade size on a percentage of available equity. |
ruleRevoke | rule to revoke(cancel) an unfilled limit order on a signal |
ruleSignal | default rule to generate a trade order on a signal |
save.strategy | save a strategy object from memory onto disk |
setParameterConstraint | Function to construct parameter constraint object. |
setParameterDistribution | Function used to create an object that contains the... |
sigComparison | generate comparison signal |
sigCrossover | generate a crossover signal |
sigFormula | generate a signal from a formula |
sigPeak | signal function for peak/valley signals |
sigThreshold | generate a threshold signal |
sigTimestamp | generate a signal on a timestamp |
stratBBands | Bollinger Bands Strategy |
strategy | constructor for objects of type 'strategy' |
stratFaber | Faber market timing strategy |
tradeGraphs | Draw 3D graphs from tradeStats results using rgl |
tradeOrderStats | get order information associated with closing positions |
updateOrders | update an order or orders |
updateStrategy | run standard and custom strategy wrapup functions such as... |
walk.forward | Rolling Walk Forward Analysis |
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