Quantitative Strategy Model Framework

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 |

applyIndicatorSignals | Calculate Indicators and Signals for a Strategy |

applyParameter | Generate parameter sets for a specific strategy, test the... |

apply.paramset | Apply a paramset to the strategy |

apply.paramset.signal.analysis | Signal Analysis With Parmeter Optimization |

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... |

beanplot.signals | Visualization of Signal Across Lookback with Beanplots |

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 |

distributional.boxplot | Visualization of Single Signal |

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 |

initSymbol | Run standard and custom symbol 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... |

post.signal.returns | Generate Post Signal Returns |

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 |

signal.generate.statistics | Signal Objective Function Calculation |

signal.obj.slope | Signal Objective Function |

signal.path.plot | Visualization of Signal Path |

signal.plot | Visualization of Signal Across Lookback |

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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