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 publication2017-04-15 04:15:48
MaintainerIvan Popivanov <ivan.popivanov@gmail.com>
LicenseApache License 2.0
Version1.1

View on R-Forge

Files

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

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

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