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Revision 1453 - (view) (download) (annotate) - [select for diffs]
Modified Sat May 4 22:46:50 2013 UTC (6 years, 5 months ago) by opentrades
File length: 1123 byte(s)
Diff to previous 1446
- NAMESPACE not uploaded after enable.rule() implementation due to some conflict here on my svn copy :-S


Revision 1446 - (view) (download) (annotate) - [select for diffs]
Modified Tue Apr 23 22:40:03 2013 UTC (6 years, 5 months ago) by braverock
File length: 1103 byte(s)
Diff to previous 1445
- fix roxygen comment mixup

Revision 1445 - (view) (download) (annotate) - [select for diffs]
Modified Tue Apr 23 22:23:04 2013 UTC (6 years, 5 months ago) by braverock
File length: 1351 byte(s)
Diff to previous 1410
- add tradeOrderStats
- update roxygen docs
- update NAMESPACE

Revision 1410 - (view) (download) (annotate) - [select for diffs]
Modified Tue Mar 19 13:10:23 2013 UTC (6 years, 6 months ago) by braverock
File length: 1098 byte(s)
Diff to previous 1385
- alias ruleRevoke to ruleCancel, it will make more sense to those with market experience
- update NAMESPACE

Revision 1385 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jan 28 22:04:22 2013 UTC (6 years, 8 months ago) by opentrades
File length: 1079 byte(s)
Diff to previous 1383
- added include.insamples flag to walk.forward() to request including complete in-sample portfolios
- include.insamples==TRUE save all portfolios in file
- added chart.forward.testing() to display all thoe portfolios for comparison
- some preparations preparing for walk.forward() to deal with multi-symbol portfolios
- renamed chart.forward() to chart.forward.training()


Revision 1383 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jan 24 21:12:38 2013 UTC (6 years, 8 months ago) by opentrades
File length: 1040 byte(s)
Diff to previous 1382
- added chart.forward() function to visualize portfolio chosen by objective function in relation to all evaluated portfolios


Revision 1382 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jan 24 00:56:18 2013 UTC (6 years, 8 months ago) by opentrades
File length: 1018 byte(s)
Diff to previous 1362
- added packages parameter to apply.paramsets() to allow user to specify extra packages to load


Revision 1362 - (view) (download) (annotate) - [select for diffs]
Modified Tue Jan 15 22:25:10 2013 UTC (6 years, 9 months ago) by opentrades
File length: 1018 byte(s)
Diff to previous 1355
- fixed some undocumented arguments and other R CMD check warnings


Revision 1355 - (view) (download) (annotate) - [select for diffs]
Modified Sun Jan 13 20:07:28 2013 UTC (6 years, 9 months ago) by opentrades
File length: 1018 byte(s)
Diff to previous 1353
- fixed NAMESPACE put.strategy (io store.strategy)


Revision 1353 - (view) (download) (annotate) - [select for diffs]
Modified Sat Jan 12 23:53:37 2013 UTC (6 years, 9 months ago) by opentrades
File length: 1020 byte(s)
Diff to previous 1321
- introduced put.orderbook() for better data abstraction


Revision 1321 - (view) (download) (annotate) - [select for diffs]
Modified Wed Dec 26 22:41:47 2012 UTC (6 years, 9 months ago) by opentrades
File length: 998 byte(s)
Diff to previous 1303
- introduced mode=c('master',slave') for apply.paramset() to specify where updatePortf() should be run, for 
now this implies return of portfolio results in the .blotter and .strategy envs ('master') or as a list 
('slave')
- various other improvements in apply.paramsets, a.o. fixing double return of portfolio data and fixing 
passing complete environments up and down unnecessarily
- adjust walk.forward() to call apply.paramsets(..., mode='slave') in order to prevent name collisions and 
overwriting old portfolio results in the environment  between differents calls of apply.paramsets()
- update some documentation for apply.paramsets()


Revision 1303 - (view) (download) (annotate) - [select for diffs]
Modified Tue Dec 18 23:52:12 2012 UTC (6 years, 9 months ago) by opentrades
File length: 998 byte(s)
Diff to previous 1261
first draft for walk.forward.R


Revision 1261 - (view) (download) (annotate) - [select for diffs]
Modified Thu Nov 22 02:43:21 2012 UTC (6 years, 10 months ago) by opentrades
File length: 977 byte(s)
Diff to previous 1243
introduced 'revoked' order status
changed ruleCancel() to ruleRevoke(); revokes all open orders when pos==0
useful eg. with timespan in add.rule() to close open enter orders at end of day


Revision 1243 - (view) (download) (annotate) - [select for diffs]
Modified Thu Nov 8 20:54:41 2012 UTC (6 years, 11 months ago) by braverock
File length: 977 byte(s)
Diff to previous 1238
- add rebalance rule rulePctEquity

Revision 1238 - (view) (download) (annotate) - [select for diffs]
Modified Sun Nov 4 14:50:22 2012 UTC (6 years, 11 months ago) by opentrades
File length: 955 byte(s)
Diff to previous 1233
support for orderqty='trigger' to kick in new orderchain


Revision 1233 - (view) (download) (annotate) - [select for diffs]
Modified Thu Nov 1 12:52:25 2012 UTC (6 years, 11 months ago) by braverock
File length: 955 byte(s)
Diff to previous 1231
- add ruleCancel function contributed by Niklas Kolster

Revision 1231 - (view) (download) (annotate) - [select for diffs]
Modified Fri Oct 26 21:07:53 2012 UTC (6 years, 11 months ago) by opentrades
File length: 936 byte(s)
Diff to previous 1229
- various improvements in paramsets.R
- load.strategy() and save.strategy()
- stop() if isMaxPos() called but PosLimit==NULL
- luxor.exists.R creates and stores luxor.RData strategy object in file
- luxor.{StopLoss,StopTrailing,TakeProfit}.R now using stored strategy luxor.RData
- some more documentation


Revision 1229 - (view) (download) (annotate) - [select for diffs]
Modified Mon Oct 22 22:29:09 2012 UTC (6 years, 11 months ago) by opentrades
File length: 869 byte(s)
Diff to previous 1228
added some roxygen docs to the exported functions for paramsets.R


Revision 1228 - (view) (download) (annotate) - [select for diffs]
Modified Mon Oct 22 22:02:05 2012 UTC (6 years, 11 months ago) by opentrades
File length: 909 byte(s)
Diff to previous 1111
- reworked parameters.R to paramsets.R
- paramset distributions and constraints are now stored in the strategy object
- paramset constraints now also allow for constraints between different components
- still some work to be done on documentation and adapting demos
- introduced utils.R for common functions


Revision 1111 - (view) (download) (annotate) - [select for diffs]
Modified Tue Jul 31 19:03:41 2012 UTC (7 years, 2 months ago) by opentrades
File length: 740 byte(s)
Diff to previous 810
added tradeGraphs() function

Revision 810 - (view) (download) (annotate) - [select for diffs]
Modified Tue Oct 4 14:43:38 2011 UTC (8 years ago) by gsee
File length: 720 byte(s)
Diff to previous 739
 roxygen typos/errors

Revision 739 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 25 20:00:10 2011 UTC (8 years, 1 month ago) by braverock
File length: 642 byte(s)
Diff to previous 724
- update roxygen documentation

Revision 724 - (view) (download) (annotate) - [select for diffs]
Modified Wed Aug 10 16:26:41 2011 UTC (8 years, 2 months ago) by braverock
File length: 693 byte(s)
Diff to previous 678
- update roxygen docs
- raise dependency for xts to latest stable
- bump version

Revision 678 - (view) (download) (annotate) - [select for diffs]
Modified Mon Jul 11 19:21:28 2011 UTC (8 years, 3 months ago) by braverock
File length: 717 byte(s)
Diff to previous 451
- export parameter testing functions: these are ALPHA code, use at your own risk

Revision 451 - (view) (download) (annotate) - [select for diffs]
Modified Sat Nov 13 18:35:04 2010 UTC (8 years, 11 months ago) by braverock
File length: 529 byte(s)
Diff to previous 422
- update docs, DESCRIPTION, NAMESPACE

Revision 422 - (view) (download) (annotate) - [select for diffs]
Modified Thu Oct 14 19:26:32 2010 UTC (9 years ago) by braverock
File length: 509 byte(s)
Diff to previous 369
- add iceberg order type
- impute side in osMaxPos if necessary
- minor typo/bug fixes
- update docs

Revision 369 - (view) (download) (annotate) - [select for diffs]
Modified Thu Aug 12 11:44:00 2010 UTC (9 years, 2 months ago) by braverock
File length: 560 byte(s)
Diff to previous 364
- set default for data param in signals and rules, should simplify strat creation
- update docs
- revise demos to conform to new defaults

Revision 364 - (view) (download) (annotate) - [select for diffs]
Modified Thu Jul 29 15:43:53 2010 UTC (9 years, 2 months ago) by braverock
File length: 541 byte(s)
Diff to previous 323
- update exports

Revision 323 - (view) (download) (annotate) - [select for diffs]
Modified Wed Apr 7 20:21:52 2010 UTC (9 years, 6 months ago) by braverock
File length: 567 byte(s)
Diff to previous 247
- doc and exports updates

Revision 247 - (view) (download) (annotate) - [select for diffs]
Modified Tue Feb 16 22:23:10 2010 UTC (9 years, 8 months ago) by braverock
File length: 516 byte(s)
Diff to previous 242
- add trade rules and position sizing functions + docs for same

Revision 242 - (view) (download) (annotate) - [select for diffs]
Modified Wed Feb 10 22:13:59 2010 UTC (9 years, 8 months ago) by braverock
File length: 445 byte(s)
Diff to previous 241
- multiple updates and new functions to integrate order and rule processing
- update docs and NAMESPACE

Revision 241 - (view) (download) (annotate) - [select for diffs]
Modified Wed Feb 10 02:33:13 2010 UTC (9 years, 8 months ago) by peter_carl
File length: 378 byte(s)
Diff to previous 238
- fixed exports

Revision 238 - (view) (download) (annotate) - [select for diffs]
Modified Mon Feb 8 18:49:06 2010 UTC (9 years, 8 months ago) by braverock
File length: 385 byte(s)
Diff to previous 234
- implement updateOrder fn
- minor revisions of other order documentation

Revision 234 - (view) (download) (annotate) - [select for diffs]
Modified Sun Feb 7 20:10:35 2010 UTC (9 years, 8 months ago) by braverock
File length: 384 byte(s)
Diff to previous 231
- initial revision of orders subsystem, incomplete

Revision 231 - (view) (download) (annotate) - [select for diffs]
Modified Sat Feb 6 12:11:21 2010 UTC (9 years, 8 months ago) by braverock
File length: 282 byte(s)
Diff to previous 228
- add.rule documentation
- multiple documentation updates
- updates to pass R CMD check
- bump version to 0.0.2

Revision 228 - (view) (download) (annotate) - [select for diffs]
Modified Fri Feb 5 16:58:29 2010 UTC (9 years, 8 months ago) by braverock
File length: 265 byte(s)
Diff to previous 224
- implement sigCrossover
- add documentation

Revision 224 - (view) (download) (annotate) - [select for diffs]
Modified Wed Feb 3 21:32:54 2010 UTC (9 years, 8 months ago) by braverock
File length: 244 byte(s)
Diff to previous 222
- add code to add signals
- add arbitrary text labels to signals and indicators
- add to demo code

Revision 222 - (view) (download) (annotate) - [select for diffs]
Added Tue Feb 2 03:25:09 2010 UTC (9 years, 8 months ago) by peter_carl
File length: 125 byte(s)
- first draft of strategy framework

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