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Version

Install

install.packages('QuantTools')

Monthly Downloads

228

Version

0.5.7.1

License

GPL-3

Maintainer

Stanislav Kovalevsky

Last Published

October 14th, 2020

Functions in QuantTools (0.5.7.1)

back_test

Generic back test function
Candle

C++ Candle class
Cost

C++ Trading Commissions class
calc_decimal_resolution

Calculate decimal resolution
bw

Check if values are between specified interval
bbands

Bollinger Bands
add_last_values

Add last values marks to the right of active time series plot
Crossover

C++ Crossover class
BBands

C++ Bollinger Bands class
add_legend

Add legend to active time series plot
RollVolumeProfile

C++ Rolling Volume Profile class
Rsi

C++ Relative Strength Index class
Processor

C++ Processor class
Order

C++ Order class
Stochastic

C++ Stochastic class
Sma

C++ Simple Moving Average class
RollRange

C++ Rolling Range / Quantile class
empty_plot

Plot empty plot
RollLinReg

C++ Rolling Linear Regression class
RollSd

C++ Rolling Standard Deviation class
RollPercentRank

C++ Rolling Percent Rank class
ema

Exponential Moving Average
distinct_colors

Distinct colors vector
dof

Do calculation on data.table excluding first column
na_locf

Last Observation Carried Forward
plot_dts

Plot data.table time series
iqfeed

IQFeed
Indicator

C++ Indicator Base class
get_market_data

Download historical market data
gen_futures_codes

Generate futures contract codes and schedule between dates
Ema

C++ Exponential Moving Average class
hist_dt

Plot histogram of data.table by columns
plot_table

Plot data.table as table
plot_ts

Plot time series !PLEASE USE plot_dts!
multi_heatmap

Multi Dimensional Heat Map
lmerge

Merge list of data.frames into data.table by key column
roll_sd_filter

Rolling Filter
roll_futures

Combine multiple futures market data into continuous contract
lapply_named

lapply which returns named list
returns

Calculate returns
iround

Round numbers to specified interval
round_POSIXct

Round POSIXct timestamps
rsi

Relative Strength Index
to_ticks

Convert candles to ticks
roll_sd

Rolling Standard Deviation
to_candles

Convert ticks to candles
roll_range

Rolling Range
crossover

Crossover
Tick

C++ Tick class
wo

Select values in one vector not present in another
roll_percent_rank

Rolling Percent Rank
ticks

Example intraday tick data
roll_lm

Rolling Linear Regression
roll_volume_profile

Rolling Volume Profile
lines_stacked_hist

Add stacked histogram to active time series plot
sma

Simple Moving Average
settings

QuantTools settings
lines_ohlc

Add candles to active time series plot
stochastic

Stochastic
store_market_data

Store historical market data
to_UTC

Convert time zone to 'UTC' without changing value