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Strategy
View on CRAN: Click
here
Download and install Strategy package within the R console
Install from CRAN:
install.packages("Strategy")
Install from Github:
library("remotes")
install_github("cran/Strategy")
Install by package version:
library("remotes")
install_version("Strategy", "1.0.1")
Attach the package and use:
library("Strategy")
Maintained by
Julian Busch
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-12-09
Latest Update: 2017-08-24
Description:
Users can build and test customized quantitative trading strategies. Some quantitative trading strategies are already implemented, e.g. various moving-average filters with trend following approaches. The implemented class called "Strategy" allows users to access several methods to analyze performance figures, plots and backtest the strategies. Furthermore, custom strategies can be added, a generic template is available. The custom strategies require a certain input and output so they can be called from the Strategy-constructor.
How to cite:
Julian Busch (2016). Strategy: Generic Framework to Analyze Trading Strategies. R package version 1.0.1, https://cran.r-project.org/web/packages/Strategy
Previous versions and publish date:
1.0.0 (2016-12-09 15:15)
Other packages that cited Strategy R package
View Strategy citation profile
Other R packages that Strategy depends,
imports, suggests or enhances
Functions, R codes and Examples using
the Strategy R package
Some associated functions: ES . MDD . Strategy-class . Strategy . VaR . assets . backtest . compare . getBacktestSetup . getCosts . getFilters . getIndicators . getParameters . getPrices . getSignals . getStratFUN . getStratName . getTrades . getWeights . hitratio . loss . newStrategyFunction . performance . performanceIndicators . plot . plotDrawdowns . plotPerformance . plotWeights . sharpe .
Some associated R codes: 0_class-Strategy.R . 0_methods-BACKTEST.R . 0_methods-BASICS.R . 0_methods-GET.R . 0_methods-PERFORMANCE.R . 0_methods-PLOT.R . 0_utils-Functions.R . 1_data.R . strategy-Buyhold.R . strategy-CrossingKAMA.R . strategy-EWMA.R . strategy-Faber.R . strategy-KAMA.R . strategy-KAMA2.R . strategy-KAMA3.R . strategy-MA.R . Full Strategy package functions and examples
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