btutils: Utilities for Simple Back Testing of Trading Strategies
Version 1.1

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.

Browse man pages Browse package API and functions Browse package files

AuthorIvan Popivanov
Date of publication2017-04-15 04:15:48
MaintainerIvan Popivanov <ivan.popivanov@gmail.com>
LicenseApache License 2.0
Version1.1
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("btutils", repos="http://R-Forge.R-project.org")

Man pages

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

Functions

btutils Man page
btutils-package Man page
calculate.returns Source code
calculate.returns.interface Source code
cap.trade.duration Source code
cap.trade.duration.interface Source code
construct.indicator Man page Source code
construct.indicator.interface Source code
indicator.from.trendline Source code
indicator.from.trendline.interface Source code
laguerre.filter Source code
laguerre.filter.interface Source code
laguerre.rsi Source code
laguerre.rsi.interface Source code
leading.nas Source code
leading.nas.interface Source code
locf Source code
locf.interface Source code
process.trade Source code
process.trade.interface Source code
process.trades Source code
process.trades.interface Source code
returns.rsi Source code
round.any Source code
trade.indicator Source code
trades.from.indicator Source code
trades.from.indicator.interface Source code
zig.zag Source code
zig.zag.interface Source code

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
btutils documentation built on May 21, 2017, 3:39 a.m.