SCM

SCM Repository

[blotter] View of /pkg/quantstrat/demo/00Index
ViewVC logotype

View of /pkg/quantstrat/demo/00Index

Parent Directory Parent Directory | Revision Log Revision Log


Revision 1384 - (download) (annotate)
Thu Jan 24 21:25:24 2013 UTC (6 years, 5 months ago) by opentrades
File size: 1930 byte(s)
- fixed a couple of R CMD check warnings 

bbands     Build a simple Bollinger Bands strategy using one indicator, three signals, and three trade rules
faber      demonstrate a simple long term trend model using a 10-month SMA on a small portfolio of ETFs based on Mebane Faber paper
faberMC    apply the Faber 10-month SMA strategy to a three-currency index portfolio
macd       example of Moving Average Convergence/Divergence (MACD) used as a trend indicator
maCross    classic 'Golden Cross' 50/200 period moving average cross strategy, long only, with long/short extra rules commented out
pair_trade simple two-instrument long-short equity strategy demonstrating custom indicator and extended order sizing functionality
rsi        Relative Strength Index (RSI) strategy demonstrating long-only threshold actions
bee        Milktrader's Bumblebee FastMA/BBands cross system
bbandParameters  example of parameter test on bbands demo strategy
macdParameters  example of parameter test on macd demo strategy
luxor.1  Tomasini & Jaekle: Section 3.2: luxor without any optimizations
luxor.2  Tomasini & Jaekle: Section 3.2: luxor with $30 slippage and transaction costs
luxor.3  Tomasini & Jaekle: Section 3.3 Variation of the input parameters: optimization and stability diagrams
luxor.3.Parameters  Tomasini & Jaekle: Section 3.3 Variation of the input parameters: optimization and stability diagrams / scan
luxor.3.Parameters.tradegraphs  Tomasini & Jaekle: 3D graphs of results for SMA scan
luxor.4  Tomasini & Jaekle: Section 3.4: inserting an intraday time filter
luxor.4.Timespans  Tomasini & Jaekle: Section 3.4: inserting an intraday time filter / scan
luxor.4.Timespans.tradegraphs  Tomasini & Jaekle: 3D graphs of results for timespan scan
luxor.orderchains   Tomasini & Jaekle: adding order chain logic conditional on fills
luxor.Stop
luxor-3.11
luxor-3.12
luxor-3.16
luxor.3
luxor.4
luxor.StopLoss
luxor.StopTrailing
luxor.TakeProfit
luxor.exits
luxor.strategy

root@r-forge.r-project.org
ViewVC Help
Powered by ViewVC 1.0.0  
Thanks to:
Vienna University of Economics and Business Powered By FusionForge