The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

Development version

• remove experimental LSTM and PPO training APIs from the CRAN core; future ML and RL functionality will be released as separate extensions
• remove development-only and external-runtime packages from Suggests
• add CRAN release and extension-boundary contributor documentation

strategyr 0.1.7.1

• represent disabled public strategy parameter bounds as JSON-safe NULL values while preserving the corresponding unbounded runtime defaults
• add strategy_public_definition() as the canonical public-safe strategy definition API for Vox Phase 1 strategies: buy_hold, ema_cross, ema_cross_adx, ema_cross_slope_confirm, rsi_revert, and vol_target
• add public definitions for donchian_turtle, bollinger_revert, and regime_switch, plus strategy_monitor_definition() metadata for the eight intended Vox monitor strategies

strategyr 0.1.7

• add standardized strategy evaluation helpers, comparison tools, walk-forward mining, parameter selection, anti-overfit filtering, and richer performance summaries with leverage and recorder-cost support
• add release-quality README workflows, strategy taxonomy and API consistency docs, warmup-aware real-data mining examples, and broader strategy fixtures
• add native signal kernels for high-use path-dependent strategies and a native portfolio-weight accounting core behind backtest_portfolio_weights()

strategyr 0.1.6

• add four new strategy-variant waves across trend, oscillator, cross-sectional, futures, options, pair-trading, and divergence families: strat_ema_cross_slope_confirm, strat_macd_zero_line, strat_rsi_trend_aware_revert, strat_atr_breakout_trailing_stop, strat_fx_carry_trend, strat_bollinger_low_adx_revert, strat_donchian_retest_breakout, strat_vol_target_regime_floor, strat_relative_strength_persistence, strat_bond_carry_roll_duration_cap, strat_ema_triple_trend, strat_macd_histogram_momentum, strat_rsi_dynamic_threshold_revert, strat_roll_yield_cross_sectional, strat_iv_skew_realized_vol_confirm, strat_roll_yield_mean_revert, strat_fx_carry_basket_rank, strat_iv_directional_overlay, strat_pair_spread_half_life_revert, and strat_rsi_divergence
• extend strat_* test coverage and roxygen docs for the new families while preserving the documented native action-plan and backtest interfaces

strategyr 0.1.5

• add four new implementation waves of public strat_* families: strat_bollinger_squeeze_breakout, strat_curve_butterfly, strat_credit_spread_momentum, strat_credit_spread_revert, strat_vwap_revert, strat_vol_carry, strat_funding_basis_convergence, strat_regime_switch, strat_cross_sectional_rank_allocator, and strat_gamma_scalp_support
• extend strategy test fixtures for cross-sectional and portfolio-level strategy coverage
• add roxygen docs and tests for the new strategy families

strategyr 0.1.4

• add 10 new strategy families that follow the standard *_tgt_pos() and *_action_plan() architecture: strat_donchian_turtle, strat_ema_cross_adx, strat_bollinger_revert_rsi, strat_relative_strength_dual_momentum, strat_pair_spread_bollinger, strat_trend_pullback_atr, strat_curve_steepener_zscore, strat_bond_carry_roll_spread_filter, strat_roll_yield_momentum, and strat_iv_skew_zscore
• add shared momentum helper support in strat_utils.R
• add tests and roxygen docs for the new strategy families

strategyr 0.1.3.6

• Added real-data Yahoo strategy-mining examples for ATR breakout, EMA cross, ladder bounce/breakout, volatility targeting, trend pullback, ratio reversion, pair-spread reversion, relative strength, and curve steepener workflows.

strategyr 0.1.3.5

• Updated asset-year strategy mining to compute strategy signals on a warmup window before each evaluation year, then backtest only the trade-year slice.
• Added warmup metadata to asset-year mining results so signal and evaluation windows are reproducible.
• Updated real-data mining examples to show warmup-aware asset-year results.

strategyr 0.1.3.4

• Added an asset-year strategy-mining helper that seeds candidate parameter rows from selected assets, evaluates valid asset-year pairs, filters for strategy total return above buy-and-hold, and ranks survivors by Sortino.
• Updated log-return RSI reversion defaults and the real-data mining example away from classic 30/70 RSI thresholds.

strategyr 0.1.3.3

• Added strategy-mining helpers for Sortino-ranked parameter grids and fixed-parameter asset sweeps.
• Added strat_macd_contrarian_tgt_pos() and strat_macd_contrarian_action_plan() for the inverse MACD-cross rule.
• Added strat_rsi_logr_revert_tgt_pos() and strat_rsi_logr_revert_action_plan() for reversion rules based on strategyr’s log-return RSI feature.
• Fixed calc_ADX() smoothing so ADX directional indicators match TTR::ADX() on the shared non-NA region.

strategyr 0.1.3.1

• Fixed native backtest recorder handling so rec = FALSE no longer forms a reference from a null recorder pointer.

strategyr 0.1.3

• Added a broader public strat_* layer covering Bollinger, RSI, Donchian, ATR, MACD, volatility-targeting, and trend-pullback strategy families.
• Added cross-asset public strategy families for pair-spread reversion, ratio reversion, and relative-strength workflows.
• Added asset-class-specific public strategy families for FX carry, bond carry-and-roll, curve steepener, and futures roll-yield workflows.
• Added option strategy-proxy families for IV skew, IV term structure, straddle, strangle, and vertical-spread workflows.
• Added contributor documentation for strat_* implementation standards and updated package-facing docs to reflect the expanded strategy surface.

strategyr 0.1.2.6

• Added statistical, breadth, and cross-asset relative-value feature layers.
• Added execution and microstructure feature descriptors.
• Added futures curve, FX carry/basis, option-surface, and credit-spread feature layers.
• Expanded README and architecture notes to reflect the broader calc_* feature surface.

strategyr 0.1.2.5

• Added an option-risk analytics layer with Black-Scholes Greeks and implied volatility helpers.
• Added option portfolio helpers for position Greek aggregation, option risk-state snapshots, and delta/vega hedge-adjustment planning.
• Expanded README and architecture notes to include the option-risk workflow.

strategyr 0.1.2.4

• Added a fixed-income analytics layer covering bond cash flows, pricing, yield, duration, convexity, DV01/PV01, z-spread, carry/roll, curve shocks, and key-rate risk.
• Added fixed-income convention helpers for day-count fractions, coupon schedules, and previous/next coupon dates.
• Added fixed-income strategy-facing helpers for bond risk-state snapshots and duration/curve hedge adjustment planning.
• Expanded package docs and README usage examples to reflect the fixed-income workflow surface.

strategyr 0.1.2.3

• Added calc_DEMA(), calc_ZLEMA(), calc_HMA(), calc_CMO(), calc_TRIX(), calc_KST(), and calc_ultimateOscillator().
• Added calc_SMI(), calc_chaikinAD(), calc_chaikinVolatility(), and calc_EMV().
• Added calc_CMF(), calc_VWMA(), calc_aroon(), and calc_SAR().
• Expanded TTR parity coverage for the newly added indicator families.

strategyr 0.1.2.2

• Added native rolling sum and linearly weighted moving-average kernels.
• Added calc_WMA(), calc_ADX(), calc_MFI(), calc_OBV(), calc_VWAP(), and calc_WPR().
• Added TTR parity coverage for the newly added conventional indicators.

strategyr 0.1.2.1

• Added native rolling max/min kernels in the rolling layer.
• Added calc_DonchianChannels() with dc_high_*, dc_low_*, and dc_mid_* outputs.
• Added Donchian channel tests and README usage examples.

strategyr 0.1.2

• Added minimal portfolio-adjustment planning via plan_portfolio_adjustment().
• Added minimal rebalance order-intent generation via build_order_intents().
• Expanded the README with package usage cases.
• Added package-level philosophy and architecture notes under docs/.

strategyr 0.1.1

• Reframed the package as an execution-oriented strategy workflow engine.
• Added public strategy wrappers for buy-and-hold, EMA-cross, ladder bounce, and ladder breakout workflows.
• Exported and documented calc_ATR(), gen_action_plan_rcpp(), and backtest_rcpp().
• Fixed the calc_ladder_index() helper to use its explicit datetime input.
• Added generated help pages and portable example scripts.
• Added release hygiene files and removed compiled build artifacts from source control.
• Renamed active native source files from old_*.cpp to rcpp_*.cpp.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.