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

Files shown:32
Directory revision: 1565 (of 1750)
Sticky Revision:


File Rev. Age Author Last log entry
 Parent Directory        
00Index  1546  5 years  efmrforge  Corrected name of luxor.7 demo
bbandParameters.R  1376  6 years  milktrader  stubbed new in_test blocks
bbands.R  1376  6 years  milktrader  stubbed new in_test blocks
bee.R  1381  6 years  milktrader  adding txns in test_bee and all 52 tests passing
faber.R  1530  5 years  braverock  - remove unecessary na.omit from demo
faberMC.R  1376  6 years  milktrader  stubbed new in_test blocks
faber_rebal.R  1517  5 years  braverock  - updates to only pass one column prices/pos on deeer in the code
luxor.1.strategy.basic.R  1515  5 years  erastus  - luxor source/load path wrangling, moved ES data for forthcoming load()ing via ...
luxor.2.add.paramsets.R  1515  5 years  erastus  - luxor source/load path wrangling, moved ES data for forthcoming load()ing via ...
luxor.3.paramset.sma.R  1565  5 years  opentrades  - fixed single paramset distribution - fixed luxor demo 4 timespans - small outp...
luxor.4.paramset.timespan.R  1565  5 years  opentrades  - fixed single paramset distribution - fixed luxor demo 4 timespans - small outp...
luxor.5.strategy.ordersets.R  1515  5 years  erastus  - luxor source/load path wrangling, moved ES data for forthcoming load()ing via ...
luxor.6.paramset.stoploss.R  1515  5 years  erastus  - luxor source/load path wrangling, moved ES data for forthcoming load()ing via ...
luxor.6.paramset.stoptrailing.R  1515  5 years  erastus  - luxor source/load path wrangling, moved ES data for forthcoming load()ing via ...
luxor.6.paramset.takeprofit.R  1515  5 years  erastus  - luxor source/load path wrangling, moved ES data for forthcoming load()ing via ...
luxor.7.exit.and.risk.R  1544  5 years  opentrades  - renamed quantstrat/demo/luxor.7.exit+risk.R to luxor.7.exit.and.risk.R to fix ...
luxor.8.walk.forward.R  1545  5 years  opentrades  - fixed path name for luxor.include.R in luxor.8.walk.forward.R demo
luxor.getSymbols.R  1469  6 years  opentrades  - to.minutes30() was called twice
luxor.include.R  1538  5 years  opentrades  - now removing lingering portfolio, account, strategy and order book objects fro...
luxor.sample.MAE.stoploss.R  1458  6 years  opentrades  - updated luxor demo headers
luxor.sample.MAE.stoptrailing.R  1458  6 years  opentrades  - updated luxor demo headers
luxor.sample.MFE.takeprofit.R  1458  6 years  opentrades  - updated luxor demo headers
luxor.sample.tradeGraphs.sma.R  1515  5 years  erastus  - luxor source/load path wrangling, moved ES data for forthcoming load()ing via ...
luxor.sample.tradeGraphs.timespan.R  1515  5 years  erastus  - luxor source/load path wrangling, moved ES data for forthcoming load()ing via ...
luxor.sample.walk.forward.R  1464  6 years  opentrades  - addde WFA paramset to luxor.5 strategy - added luxor WFA (Walk Forward Analysi...
maCross.R  1445  6 years  braverock  - add tradeOrderStats - update roxygen docs - update NAMESPACE
macd.R  1425  6 years  braverock  - fix labels to work with new match.names, clean up indentation - convert commen...
macdParameters.R  1370  6 years  milktrader  all demos have 2 commented out test blocks that authors will need to uncomment
macdRebalancing.R  1501  5 years  erastus  - fixed column name match issue in macdRebalancing.R
pair_trade.R  1515  5 years  erastus  - luxor source/load path wrangling, moved ES data for forthcoming load()ing via ...
rocema.R  1394  6 years  braverock  - fix ES definition for the demo, thanks to Joseph Dunn for noticing
rsi.R  1376  6 years  milktrader  stubbed new in_test blocks

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