[R-SIG-Finance] Sullivan, Timmerman and White 1999: TA rules, and R

Worik worik.stanton at gmail.com
Wed Apr 6 00:20:16 CEST 2011


On 30/03/11 00:50, Brian G. Peterson wrote:
> So, for example, you would use the signal generator functions 
> sigCrossover sigThreshold, sigPeak, and maybe sigFormula to generate 
> your entry and exit signals.  Then, rule generation for entry and exit 
> rules proceeds as normal using ruleSignal. 

I must have missed some thing.  What are ruleSignal, sigFormula etcetera?

W

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