Re: [R] inbuilt crossover function for backtesting

Josh, I have found other demos on demo().. any way thanks for the help and for supporting this project :) boredstog -- View this message in context: http://r.789695.n4.nabble.com/inbuilt-crossover-function-for-backtesting-tp4710918p4710962.html Sent from the R help mailing list archive at Nabb

Re: [R] inbuilt crossover function for backtesting

Hey thanks josh, I was looking for such a demo programme can you point to some more such demo programmes if available -- View this message in context: http://r.789695.n4.nabble.com/inbuilt-crossover-function-for-backtesting-tp4710918p4710961.html Sent from the R help mailing list archive at Na

Re: [R] inbuilt crossover function for backtesting

On Mon, Aug 10, 2015 at 11:02 AM, boredstoog via R-help wrote: > Thanks Joshua for the quick reply to the mail and once more sorry for > bothering with another doubt. So i have modified your code :) for > backtesting and this is the code > > * > library(quantmod) > library(tseries) > require(quant

Re: [R] inbuilt crossover function for backtesting

Thanks Joshua for the quick reply to the mail and once more sorry for bothering with another doubt. So i have modified your code :) for backtesting and this is the code * library(quantmod) library(tseries) require(quantstrat) library(PerformanceAnalytics) sym <- get(getSymbols('SPY'))["2013::"] sy

Re: [R] inbuilt crossover function for backtesting

On Sun, Aug 9, 2015 at 3:46 AM, boredstoog via R-help wrote: > I am trying to built a simple moving average cross over strategy for > backtesting. I have installed TTR and quantmod, quantstrat for that purpose. > >From TTR package we can get functions for sma,bolinger band and other > indicators.