[R] inbuilt crossover function for backtesting

boredstoog boredstoog at mailinator.com
Sun Aug 9 10:46:48 CEST 2015


I am trying to built a simple moving average cross over strategy for
backtesting. I have installed TTR and quantmod, quantstrat for that purpose.
>From TTR package we can get functions for sma,bolinger band and other
indicators. I want to know whether any inbuilt crossover function (not
greater '>' or lesser '<') is available for R.

Example

sma10<-SMA(close,10)
sma30<-SMA(close,30)

buy<-Crossover(sma10,sma30)
sell<-Crossover(sma30,sma10)






--
View this message in context: http://r.789695.n4.nabble.com/inbuilt-crossover-function-for-backtesting-tp4710918.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list