Generic Framework to Analyze Trading Strategies

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.


CRAN_Status_Badge R Package to test customized quantitativ trading strategies based.

News

Strategy v1.0.1 (Release date: 2017-08-21)

Changes:

  • Compatability to new xts (plot)

Rd2md v1.0. (Release date: 2016-12-09)

Changes:

  • Initial upload to CRAN

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("Strategy")

1.0.1 by Julian Busch, 2 years ago


Browse source code at https://github.com/cran/Strategy


Authors: Julian Busch


Documentation:   PDF Manual  


GPL license


Imports stats, utils, graphics, grDevices, methods, zoo, xts

Suggests knitr


See at CRAN