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

Gabor Grothendieck ggrothendieck at gmail.com
Fri Jun 2 22:18:17 CEST 2006


There is a tutorial on interfacing to C here:

http://genetics.agrsci.dk/~sorenh/misc/Rdocs/Load-C-from-R.pdf

Info on creating packages is in the R Writing Extensions manual
and some people have written tutorials found via googling:
creating R package

Also see:
?package.skeleton

and one can download the source of some packages and look at them.

On 6/2/06, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
> For those who have developed packages before:
>
> What would it take to build a set of wrappers in R to the ta-lib library
> referenced by John earlier ( http://sourceforge.net/projects/ta-lib )?
>
> That project seems quite complete and mature (although I have only had a
> chance to read through the online docs) - and seems easily callable from R
> (as it is all available as C/C++ from what I can tell)
>
> I haven't personally developed anything beyond what I use myself, but I
> wouldn't mind trying to give something back to R in the way of a
> contribution or two.
>
> Any comments/advice about the time/difficulty of doing the above?
>
> Jeff
>
> On 6/2/06, BBands <bbands at gmail.com> wrote:
> >
> > On 6/2/06, Dirk Eddelbuettel <edd at debian.org> wrote:
> > > 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.
> >
> > Not true. Rmetrics is many things, but a TA package it is not, nor do
> > I think it was intended to be one. There are several TA indicators
> > included in fMultivar, so perhaps it is a beginning, but if it is a
> > beginning, it has a long ways to go before anything serious could be
> > done with it TA-wise. Perhaps I have missed something?
> >
> > (Nothing in the above may be construed in any way as a criticism of
> > Mr. Wuertz's work.)
> >
> >     jab
> > --
> > John Bollinger, CFA, CMT
> > www.BollingerBands.com
> >
> > If you advance far enough, you arrive at the beginning.
> >
> > _______________________________________________
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> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >
>
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