[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)
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