[R-SIG-Finance] Backtesting Trading systems

[thomasrbolton at yahoo.co.uk]

Hi Mark,

I was reading your post on the R forum re the above.
I am very interested in adapting your RSI trading strategy. 
I wondered if you completed this? 
Since, the algorithm posted is subject to errors, i.e. if say we have a number of consecutive crosses_over followed by a number of consecutive crosses_under the algorithm fails (i.e. if they are not alternate).

Any advice you can offer would be most appreciated.

Thank you

Tom