# Enhanced Quantitative Trading Modelling

## Documentation for package ‘QuantTools’ version 0.5.7

- DESCRIPTION file.

## Help Pages

%bw% | Check if values are between specified interval
%dof% | Do calculation on data.table excluding first column
%dofc% | Do calculation on data.table excluding first column
%w/o% | Select values in one vector not present in another
add_last_values | Add last values marks to the right of active time series plot
add_legend | Add legend to active time series plot
back_test | Generic back test function
BBands | C++ Bollinger Bands class
bbands | Bollinger Bands
bw | Check if values are between specified interval
calc_decimal_resolution | Calculate decimal resolution
Candle | C++ Candle class
ceiling_POSIXct | Round POSIXct timestamps
Cost | C++ Trading Commissions class
Crossover | C++ Crossover class
crossover | Crossover
distinct_colors | Distinct colors vector
dof | Do calculation on data.table excluding first column
dofc | Do calculation on data.table excluding first column
Ema | C++ Exponential Moving Average class
ema | Exponential Moving Average
empty_plot | Plot empty plot
gen_futures_codes | Generate futures contract codes and schedule between dates
get_finam_data | Download historical market data
get_google_data | Download historical market data
get_iqfeed_data | Download historical market data
get_market_data | Download historical market data
get_moex_continuous_futures_data | Download historical market data
get_moex_futures_data | Download historical market data
get_moex_options_data | Download historical market data
get_yahoo_data | Download historical market data
get_yahoo_splits_and_dividends | Download historical market data
hist_dt | Plot histogram of data.table by columns
Indicator | C++ Indicator Base class
iqfeed | IQFeed
iround | Round numbers to specified interval
lapply_named | lapply which returns named list
lines_ohlc | Add candles to active time series plot
lines_stacked_hist | Add stacked histogram to active time series plot
lmerge | Merge list of data.frames into data.table by key column
multi_heatmap | Multi Dimensional Heat Map
na_locf | Last Observation Carried Forward
Order | C++ Order class
plot_dts | Plot data.table time series
plot_table | Plot data.table as table
plot_ts | Plot time series !PLEASE USE plot_dts!
Processor | C++ Processor class
QuantTools_settings | QuantTools settings
QuantTools_settings_defaults | QuantTools settings
returns | Calculate returns
RollLinReg | C++ Rolling Linear Regression class
RollPercentRank | C++ Rolling Percent Rank class
RollRange | C++ Rolling Range / Quantile class
RollSd | C++ Rolling Standard Deviation class
RollVolumeProfile | C++ Rolling Volume Profile class
roll_correlation | Rolling Linear Regression
roll_futures | Combine multiple futures market data into continuous contract
roll_lm | Rolling Linear Regression
roll_max | Rolling Range
roll_min | Rolling Range
roll_percent_rank | Rolling Percent Rank
roll_quantile | Rolling Range
roll_range | Rolling Range
roll_sd | Rolling Standard Deviation
roll_sd_filter | Rolling Filter
roll_volume_profile | Rolling Volume Profile
round_POSIXct | Round POSIXct timestamps
Rsi | C++ Relative Strength Index class
rsi | Relative Strength Index
settings | QuantTools settings
Sma | C++ Simple Moving Average class
sma | Simple Moving Average
Stochastic | C++ Stochastic class
stochastic | Stochastic
store_finam_data | Store historical market data
store_iqfeed_data | Store historical market data
store_market_data | Store historical market data
store_moex_data | Store historical market data
Tick | C++ Tick class
ticks | Example intraday tick data
to_candles | Convert ticks to candles
to_ticks | Convert candles to ticks
to_UTC | Convert time zone to 'UTC' without changing value
trunc_POSIXct | Round POSIXct timestamps
t_to_x | Plot time series !PLEASE USE plot_dts!
wo | Select values in one vector not present in another