Issues

• Trying to create a signal for when intraday price crosses SMA or EMA

  braverock/quantstrat#154 · Filter by author jrodzen opened on Mar 8, 2024
  2

• Why doesn't it close the position?

  braverock/quantstrat#153 · Filter by author mytarmail opened on Sep 30, 2023

• luxor - optimizing stop loss not working

  braverock/quantstrat#152 · Filter by author drsramd opened on Aug 28, 2023

• InitDate and StartDate

  braverock/quantstrat#151 · Filter by author stanleyrazor opened on May 20, 2023

• is quantstrat suitable for reinforcement learning

  braverock/quantstrat#150 · Filter by author mytarmail opened on May 4, 2023

• Delayed order

  braverock/quantstrat#149 · Filter by author mike-mik opened on Sep 23, 2022
  9

• apply.paramset() No transactions returned for param.combo 1 out of 4

  braverock/quantstrat#148 · Filter by author maxsach opened on Sep 13, 2022
  1

• add.distribution problem with KST()

  braverock/quantstrat#147 · Filter by author maxsach opened on Sep 11, 2022
  1

• signals.R -- post.signal.returns function returns only difference in levels, not returns

  braverock/quantstrat#144 · Filter by author clairdelaluna opened on Sep 14, 2021
  3

• Time stamp indicator

  braverock/quantstrat#143 · Filter by author Ckat31 opened on Aug 12, 2021

• Example of decoupling strategy and backtesting

  braverock/quantstrat#140 · Filter by author systats opened on Jul 12, 2021
  10

• Long and Short position

  braverock/quantstrat#139 · Filter by author VitoFanelli opened on Jun 7, 2021

• Add demo showing code of price action indicators & signals

  braverock/quantstrat#138 · Filter by author climbthemt opened on May 21, 2021
  12

• tradeGraphs will not render if more than two optimizing parameters are in a strategy

  enhancement
  braverock/quantstrat#136 · Filter by author QuantDevHacks opened on May 12, 2021
  5

  

• Rollover fees

  braverock/quantstrat#134 · Filter by author VitoFanelli opened on Mar 3, 2021

• Enable WFA across a portfolio of assets

  bugenhancementfeature request
  braverock/quantstrat#125 · Filter by author jaymon0703 opened on Aug 25, 2020
  

• Parallelize applyStrategy across symbols using the foreach construct inside apply.paramset

  enhancementfeature request
  braverock/quantstrat#124 · Filter by author jaymon0703 opened on Aug 23, 2020
  

• Add Turtles Trading System to quantstrat demos

  enhancementhelp wanted
  braverock/quantstrat#119 · Filter by author jaymon0703 opened on May 31, 2020
  

• Implement Triple Barrier Method from "Advances in Financial Machine Learning" - De Prado 2018

  feature request
  braverock/quantstrat#105 · Filter by author jaymon0703 opened on Jul 31, 2019
  5

  

• Investigate using the 'survival' package for signal analysis in quantstrat

  enhancementfeature requesthelp wantedquestion
  braverock/quantstrat#104 · Filter by author jaymon0703 opened on Jul 5, 2019
  

• bug chart.forward(): missing units

  braverock/quantstrat#91 · Filter by author N0talent opened on Jun 29, 2018
  2

• Error "Walk.forward()": Error in dividing dataset for "days" period?

  braverock/quantstrat#90 · Filter by author N0talent opened on Jun 28, 2018
  20

• apply.paramset return empty results with doParallel/doSNOW

  braverock/quantstrat#86 · Filter by author waileong94 opened on Jun 1, 2018
  4

• add Hansen's test for Superior Predictive Ability

  enhancement
  braverock/quantstrat#81 · Filter by author braverock opened on Apr 17, 2018

• Add Whites Reality Check

  enhancement
  braverock/quantstrat#80 · Filter by author braverock opened on Apr 17, 2018