quantstrat | quantstrat provides a generic infrastructure

by braverock R Version: v0.16.7 License: No License

X-Ray Key Features Code Snippets Community Discussions(4)Vulnerabilities Install Support

kandi X-RAY | quantstrat Summary

quantstrat is a R library. quantstrat has no bugs, it has no vulnerabilities and it has low support. You can download it from GitHub.

quantstrat provides a generic infrastructure to model and backtest signal-based quantitative strategies. It is a high-level abstraction layer (built on xts, FinancialInstrument, blotter, etc.) that allows you to build and test strategies in very few lines of code. quantstrat is still under heavy development but is being used every day on real portfolios. We encourage you to send contributions and test cases via the appropriate GitHub mediums (Pull requests and Issue tracker).

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Support

quantstrat has a low active ecosystem.

It has 184 star(s) with 94 fork(s). There are 35 watchers for this library.

It had no major release in the last 12 months.

There are 33 open issues and 91 have been closed. On average issues are closed in 75 days. There are 6 open pull requests and 0 closed requests.

It has a neutral sentiment in the developer community.

The latest version of quantstrat is v0.16.7

Quality

quantstrat has 0 bugs and 0 code smells.

Security

quantstrat has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

quantstrat code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

quantstrat does not have a standard license declared.

Check the repository for any license declaration and review the terms closely.

Without a license, all rights are reserved, and you cannot use the library in your applications.

Reuse

quantstrat releases are available to install and integrate.

Installation instructions, examples and code snippets are available.

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quantstrat Key Features

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quantstrat Examples and Code Snippets

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Community Discussions

Trending Discussions on quantstrat

Stoplimit order when orderPrice crosses above/below Close of the bar in quantstrat?

Error in using ATR as an indicator in quantstrat

how to add add_TA with the correct datacolumn

Error with using add.indicator() in Quantstrat

QUESTION

Stoplimit order when orderPrice crosses above/below Close of the bar in quantstrat?

Asked 2022-Feb-06 at 07:06

I am trying put a stoplimit order to close my position when a specific order price crosses above or below the Close of the candle.

My rule function as follows:

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ANSWER

Answered 2022-Feb-06 at 07:06

You need to make one more modification in rules.R (on approximately lines 580-590), setting posQty and negQty to the close prices for the stoplimit order type (instead of High and Low prices):

Source https://stackoverflow.com/questions/70362276

QUESTION

Error in using ATR as an indicator in quantstrat

Asked 2022-Jan-14 at 06:50

Question 1: I am trying to use the ATR indicator in quantstrat. I am getting error Error in try.xts(HLC, error = as.matrix) : argument "HLC" is missing, with no default

...

ANSWER

Answered 2022-Jan-14 at 06:48

Your arguments list is not right for the ATR() indicator. There is no argument named "atrx" for ATR. Look at formals(ATR)/ the function definition for ATR to see the correct parameter names.

This fixes the issue:

Source https://stackoverflow.com/questions/70705535

QUESTION

how to add add_TA with the correct datacolumn

Asked 2022-Jan-12 at 02:00

I have 2 symbols in my backtest. I am adding indicator donchianchannel. However when i plot it, add_TA( mktdata$high.DCH, col = 6, lwd = 1.5,on=TRUE) does not pass the associated symbol's data and i end up getting the same data plotted for both the symbols.

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ANSWER

Answered 2022-Jan-12 at 02:00

Try this instead, at the end of your example :

Source https://stackoverflow.com/questions/70637537

QUESTION

Error with using add.indicator() in Quantstrat

Asked 2020-Jul-26 at 19:40

I am really despairing of this problem and I haven't found any solution. If i remove the last call to add.indicator applyIndicators and thus the backtest will function, but this way I always run in the runSum error message.

Someone with an idea?

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ANSWER

Answered 2020-Jul-26 at 19:40

The error indicates your x variable is multivariate. If you run head(x) you will see the series'

Source https://stackoverflow.com/questions/63104180

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