btutils: Utilities for Simple Back Testing of Trading Strategies

A framework to test the impact of risk and money management trading techniques (stop loss, profit target, to name a few) on a trading strategy.

AuthorIvan Popivanov
Date of publication2015-06-06 04:10:12
MaintainerIvan Popivanov <ivan.popivanov@gmail.com>
LicenseApache License 2.0
Version1.1

View on R-Forge

Files in this package

btutils/DESCRIPTION
btutils/NAMESPACE
btutils/R
btutils/R/RcppExports.R btutils/R/indicator.R btutils/R/processTrades.R btutils/R/utils.R btutils/R/yahoo.R
btutils/man
btutils/man/btutils-package.Rd btutils/man/construct.indicator.Rd
btutils/src
btutils/src/Makevars
btutils/src/Makevars.win
btutils/src/RcppExports.cpp
btutils/src/common.h
btutils/src/indicator.cpp
btutils/src/processTrades.cpp
btutils/src/utils.cpp
btutils/tests
btutils/tests/doRUnit.R
btutils/tests/unitTests
btutils/tests/unitTests/drm.RData
btutils/tests/unitTests/indicator.RData
btutils/tests/unitTests/runit.btutils.indicator.R
btutils/tests/unitTests/runit.btutils.trades.R
btutils/tests/unitTests/runit.btutils.utils.R

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.