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[blotter] Index of /pkg/quantstrat/R
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Index of /pkg/quantstrat/R

Files shown:23
Directory revision: 1455 (of 1750)
Sticky Revision:


File Rev. Age Author Last log entry
 Parent Directory        
.vimrc  1160  7 years  opentrades  added .vimrc to set tabstops=4, shiftwidth=4 and expandtab for consistency unles...
applyStrategy.rebalancing.R  1270  6 years  braverock  - revert to r1268 approach of single symbols loop in rules application section
chart.forward.testing.R  1385  6 years  opentrades  - added include.insamples flag to walk.forward() to request including complete i...
chart.forward.training.R  1385  6 years  opentrades  - added include.insamples flag to walk.forward() to request including complete i...
indicators.R  1415  6 years  braverock  - update label handling to paste to the end of the column names, consistent with...
initialize.R  1397  6 years  gsee  typo fix in roxygen block (docs will be fixed on next roxygenize)
match.names.R  1415  6 years  braverock  - update label handling to paste to the end of the column names, consistent with...
orders.R  1455  6 years  opentrades  - reverted statustimestamp format()
osFUNs.R  1238  6 years  opentrades  support for orderqty='trigger' to kick in new orderchain
parameters.R  1392  6 years  opentrades  - typo fix
paramsets.R  1445  6 years  braverock  - add tradeOrderStats - update roxygen docs - update NAMESPACE
rebalance.rules.R  1260  6 years  braverock  - use timestamp rather than character timespan in ruleOrderProc - remove obsolet...
ruleOrderProc.R  1435  6 years  bodanker  - attempt to fix BBO stoptrailing logic
ruleRevoke.R  1445  6 years  braverock  - add tradeOrderStats - update roxygen docs - update NAMESPACE
ruleSignal.R  1426  6 years  bodanker  - Update tmult documentation
rules.R  1452  6 years  opentrades  - introduced enable.rule() for easy rule enabling / disabling - fixed timestamp ...
signals.R  1431  6 years  braverock  - change to use .xts means we need to pass index, not order.by, patch suggested ...
strategy.R  1427  6 years  bodanker  - initiate order book as NULL instead of xts template object (avoids the poten...
tradeGraphs.R  1445  6 years  braverock  - add tradeOrderStats - update roxygen docs - update NAMESPACE
tradeOrderStats.R  1449  6 years  bodanker  - small patch to tradeOrderStats docs
utils.R  1371  6 years  opentrades  - add must.be.environment() function - modified apply.paramset() audit parameter...
walk.forward.R  1445  6 years  braverock  - add tradeOrderStats - update roxygen docs - update NAMESPACE
wrapup.R  1149  7 years  braverock  - update copyright date, overdue

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