[R-SIG-Finance] questions about adaptive indicator, intra-day trading and package 'parallel'

Ilya Kipnis ilya.kipnis at gmail.com
Fri Sep 5 18:55:51 CEST 2014


If you have a computation that deals with this type of computation:
x(t) <- a*value + (1-a)*x(t-1), and a is dynamic, then you'll need to
drop down to Rcpp to do that in a timely fashion. Always.

On Fri, Sep 5, 2014 at 12:36 PM, domodo <1111938 at qq.com> wrote:
> regarding adaptive indicator, Ilya gives an example in his blog ( function
> coded by C and R),
> but how about a pure R-code version ?
>
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/questions-about-adaptive-indicator-intra-day-trading-and-package-parallel-tp4696562p4696563.html
> Sent from the Rmetrics mailing list archive at Nabble.com.
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.



More information about the R-SIG-Finance mailing list