[R-sig-Finance] Fwd: Testing technical indicators

[Dirk Eddelbuettel]

On 2 June 2006 at 07:26, BBands wrote:
| I'll have a look for a copy--maybe Dirk still has one, but Crusher was not
| ready for prime time. At version 0.0.4 it had not been seriously debugged
| and I am sure that there were calc errors that had not been fixed yet. I had
| planned for basic usability at 0.1.0, but we didn't get that far. If I can't
| find it, I'll post some Python TA indicator code.

But Crusher comes from the pre-Rmetrics days. I'd suspect that you find as
much if not more code in the TA examples in Rmetrics.  Most of what I
contributed to Crusher was the Bollingerbands plotting function (now also on
the excellent R Graph gallery) I wrote to convince John to drop the fugly
gnuplot :)
 
| For me it goes like this. I use R as a calculation engine rather than a
| programming environment. So any time I have a calc that R seems like a
| natural resource for, I use R. That include regressions, t tests, Chi
| Square, etc... I've found no need to go to C or C++ as with a decent
| computer and a modicum of memory R and Python are fast enough for my needs.

I think Gabor once noted on one of the lists that he found that he, over
time, converged to R for the other tasks previously done outside R.  That's
true for me as well. My very first exposure to S-Plus involved piping to it
from Perl which talked to DBs etc pp.  These days I rarely have to go outside
of R --- other than to compiled code for performance reasons, and even then I
try to glue that code back to R in order to control its rich environment.

Dirk

-- 
Hell, there are no rules here - we're trying to accomplish something. 
                                                  -- Thomas A. Edison