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Revision 1711 - (download) (annotate)
Mon Nov 2 01:37:38 2015 UTC (3 years, 7 months ago) by bodanker
File size: 2974 byte(s)
Fix demo/00Index and file permissions

Demo names should not contain the .R extension. Add missing demos.
Ensure all hash-bang (#!) demos have the correct permissions to run.
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
faber_rebal    apply the Faber 10-month SMA strategy, rebalance quarterly
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
macdRebalancing  example of applyStrategy.rebalancing on macd demo strategy
rocema    Rate-of-Change EMA strategy: demonstrating ternary indicator, ordersets to handle simultaneous stop-loss and take-profit orders
luxor.1.strategy.basic	Jaekle & Tomasini; Sections 3.2: basic luxor strategy not using ordersets or orderchains
luxor.2.add.paramsets	Jaekle & Tomasini; Sections 3.3: variation of the input parameters
luxor.3.paramset.sma	Jaekle & Tomasini; Sections 3.3: variation of the input parameters
luxor.4.paramset.timespan	Jaekle & Tomasini; Sections 3.4: inserting an intraday time filter
luxor.5.strategy.ordersets	Jaekle & Tomasini; Sections 3.5: strategy implementation using ordersets and orderchains
luxor.6.paramset.stoploss	Jaekle & Tomasini; Sections 3.5: paramset implementation for stoploss optimization
luxor.6.paramset.stoptrailing	Jaekle & Tomasini; Sections 3.5: paramset implementation for stop trailing optimization
luxor.6.paramset.takeprofit	Jaekle & Tomasini; Sections 3.5: paramset implementation for take profit optimization
luxor.7.exit.and.risk	Jaekle & Tomasini; Sections 3.5: running with stoploss and/or stoptrailing and/or takeprofit
luxor.8.walk.forward	Jaekle & Tomasini; Sections 6: walk forward analysis
luxor.getSymbols	Jaekle & Tomasini; reading symbols
luxor.include	Jaekle & Tomasini; Sections constants
luxor.sample.MAE.stoploss	Jaekle & Tomasini; sample MAE stoploss graph
luxor.sample.MAE.stoptrailing	Jaekle & Tomasini; sample MAE stoptrailing graph
luxor.sample.MFE.takeprofit	Jaekle & Tomasini; sample MFE take profit graph
luxor.sample.tradeGraphs.sma	Jaekle & Tomasini; sample 3D SMA graph
luxor.sample.tradeGraphs.timespan	Jaekle & Tomasini; sample 3D timespan graph
luxor.sample.walk.forward	Jaekle & Tomasini; walk forward chart sample
signal.SMA	SMA Cross Strategy with Signal Analysis Example; See maCross.R
signal.RSI	RSI Cross Strategy with Signal Analysis Example; See rsi.R


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