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Revision 1546 - (download) (annotate)
Tue Oct 22 00:09:32 2013 UTC (5 years, 9 months ago) by efmrforge
File size: 2504 byte(s)
Corrected name of luxor.7 demo
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.strategy.basic.R	Jaekle & Tomasini; Sections 3.2: basic luxor strategy not using ordersets or orderchains
luxor.2.add.paramsets.R	Jaekle & Tomasini; Sections 3.3: variation of the input parameters
luxor.3.paramset.sma.R	Jaekle & Tomasini; Sections 3.3: variation of the input parameters
luxor.4.paramset.timespan.R	Jaekle & Tomasini; Sections 3.4: inserting an intraday time filter
luxor.5.strategy.ordersets.R	Jaekle & Tomasini; Sections 3.5: strategy implementation using ordersets and orderchains
luxor.6.paramset.stoploss.R	Jaekle & Tomasini; Sections 3.5: paramset implementation for stoploss optimization
luxor.6.paramset.stoptrailing.R	Jaekle & Tomasini; Sections 3.5: paramset implementation for stop trailing optimization
luxor.6.paramset.takeprofit.R	Jaekle & Tomasini; Sections 3.5: paramset implementation for take profit optimization
luxor.7.exit.and.risk.R	Jaekle & Tomasini; Sections 3.5: running with stoploss and/or stoptrailing and/or takeprofit
luxor.8.walk.forward.R	Jaekle & Tomasini; Sections 6: walk forward analysis
luxor.getSymbols.R	Jaekle & Tomasini; reading symbols
luxor.include.R	Jaekle & Tomasini; Sections constants
luxor.sample.MAE.stoploss.R	Jaekle & Tomasini; sample MAE stoploss graph
luxor.sample.MAE.stoptrailing.R	Jaekle & Tomasini; sample MAE stoptrailing graph
luxor.sample.MFE.takeprofit.R	Jaekle & Tomasini; sample MFE take profit graph
luxor.sample.tradeGraphs.sma.R	Jaekle & Tomasini; sample 3D SMA graph
luxor.sample.tradeGraphs.timespan.R	Jaekle & Tomasini; sample 3D timespan graph

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