TickExec: Execution Functions for Tick Data Back Test

Functions to execute orders in backtesting using tick data. A testing platform was established by the four major execution functions, namely 'LimitBuy', 'LimitSell', 'MarketBuy' and 'MarketSell', which enclosed all tedious aspects (such as queueing for order executions and calculate actual executed volumes) for order execution using tick data. Such that one can focus on the logic of strategies, rather than its execution.

Version: 1.1
Published: 2015-05-20
Author: HKUST
Maintainer: SONG Yang <ysongad at connect.ust.hk>
License: GPL-3
NeedsCompilation: no
CRAN checks: TickExec results

Downloads:

Reference manual: TickExec.pdf
Package source: TickExec_1.1.tar.gz
Windows binaries: r-devel: TickExec_1.1.zip, r-release: TickExec_1.1.zip, r-oldrel: TickExec_1.1.zip
OS X El Capitan binaries: r-release: TickExec_1.1.tgz
OS X Mavericks binaries: r-oldrel: TickExec_1.1.tgz
Old sources: TickExec archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=TickExec to link to this page.