| assets | Random walks for 10 assets as example data. |
| backtest | Backtest Strategy |
| backtest-method | Backtest Strategy |
| compare | Compare performance of 'Strategy'-objects. |
| compare-method | Compare performance of 'Strategy'-objects. |
| ES | Expected Shortfall |
| ES-method | Expected Shortfall |
| getBacktestSetup | Get backtest parameter values from 'Strategy'-object |
| getBacktestSetup-method | Get backtest parameter values from 'Strategy'-object |
| getCosts | Get strategy function from 'Strategy'-object |
| getCosts-method | Get strategy function from 'Strategy'-object |
| getFilters | Get strategy values from 'Strategy'-object |
| getFilters-method | Get strategy values from 'Strategy'-object |
| getIndicators | Get indicators from 'Strategy'-object |
| getIndicators-method | Get indicators from 'Strategy'-object |
| getParameters | Get strategy function parameters from 'Strategy'-object |
| getParameters-method | Get strategy function parameters from 'Strategy'-object |
| getPrices | Get price data from 'Strategy'-object |
| getPrices-method | Get price data from 'Strategy'-object |
| getSignals | Get trading signals from 'Strategy'-object |
| getSignals-method | Get trading signals from 'Strategy'-object |
| getStratFUN | Get strategy function from 'Strategy'-object |
| getStratFUN-method | Get strategy function from 'Strategy'-object |
| getStratName | Get strategy function name from 'Strategy'-object |
| getStratName-method | Get strategy function name from 'Strategy'-object |
| getTrades | Get trades according to the signals from the 'Strategy'-object |
| getTrades-method | Get trades according to the signals from the 'Strategy'-object |
| getWeights | Get weights from 'Strategy'-object |
| getWeights-method | Get weights from 'Strategy'-object |
| hitratio | Strategy Hit Ratio |
| hitratio-method | Strategy Hit Ratio |
| loss | Get the losses of assets or portfolio over time. |
| loss-method | Get the losses of assets or portfolio over time. |
| MDD | Strategy Performance Maximum Drawdown |
| MDD-method | Strategy Performance Maximum Drawdown |
| newStrategyFunction | Create Own Strategy |
| performance | Get Strategy Performance |
| performance-method | Get Strategy Performance |
| performanceIndicators | Strategy Performance Indicators |
| performanceIndicators-method | Strategy Performance Indicators |
| plot | Plot of a 'Strategy'-object |
| plot-method | Plot of a 'Strategy'-object |
| plot.Strategy | Plot of a 'Strategy'-object |
| plotDrawdowns | Plot Strategy Drawdowns |
| plotDrawdowns-method | Plot Strategy Drawdowns |
| plotPerformance | Plot Strategy Performance |
| plotPerformance-method | Plot Strategy Performance |
| plotWeights | Plot Strategy Weights |
| plotWeights-method | Plot Strategy Weights |
| sharpe | Get Sharpe Ratio of Performance |
| sharpe-method | Get Sharpe Ratio of Performance |
| Strategy | Create Strategy Object |
| Strategy-class | 'Strategy'-Class |
| VaR | Value at Risk |
| VaR-method | Value at Risk |