[R-sig-Finance] Testing technical indicators

[David Kane]

In terms of testing and managing equity portfolios, you may find our
"portfolio" package to be of use. There is an introductory article in
the latest issue of R News as well.

Dave Kane

Jonathan Patton writes:
 > I am a programmer and have downloaded and installed R
 > and the fExtremes package. I am trying to test various
 > ideas that I have about the stock market. I've looked
 > through the function reference inside rMetrics and
 > there looks to be a lot of useful functions there. I'm
 > having trouble though finding examples similar to what
 > I would like to do.
 > 
 > Initially, I would like to test a 5 and 10 day moving
 > average crossover system to see if there is any
 > correlation between the 5 day moving average crossing
 > the 10 day moving average. I'm just looking for some
 > general direction to get started. I would like to know
 > if this type of analysis is possible to begin with and
 > then go from there. R looks great and very powerful. 
 > I've written a small program in vb to do some of this
 > but was getting stuck when it came to backtesting.
 > 
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