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.

Author
Ivan Popivanov
Date of publication
2015-06-06 04:10:12
Maintainer
Ivan Popivanov <ivan.popivanov@gmail.com>
License
Apache License 2.0
Version
1.1

View on R-Forge

Man pages

btutils-package
Utilities to Facilitate Back-Testing of Trading Strategies
construct.indicator
Constructs a Trading Indicator Combining Entries and Exits

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