Limit number of Position in Quantstrat...

Vectorising a for loop where logic spans rows...

Why does backtrader not display time when backtesting?...

Comparing the High and Low from one day to the previous...

Why are simulated stock returns re-scaled and re-centered in the “pbo” vignette in the pbo (probabil...

Backtesting open position counter for trading in R...

multiple tickers backtesting...

Backtesting R package for threshold levels optimization...

How to convert MQL4 code into C ++ / Delphi DLL (Forex Tester API)?...

Keep getting the "dims do not match the length of object" in quantstrat...

Backtesting SMA crossover in quanstrat using CSV files...

Backtesting stock returns for Moving Average rule in r...

F# data feed abstraction...

R Parabolic SAR and Look-Ahead Bias...

R: run parallelized backtest...