ttrTests (1.7)

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Standard Backtests for Technical Trading Rules in Financial Data.

http://cran.r-project.org/web/packages/ttrTests

Five core functions evaluate the efficacy of a technical trading rule. - Conditional return statistics - Bootstrap resampling statistics - Reality Check for data snooping bias among parameter choices - Robustness, or Persistence, of parameter choices - Parameter Domain Correlation Test

Maintainer: David St John
Author(s): David St John

License: GPL (>= 3)

Uses: fTrading, TTR

Released about 8 years ago.


6 previous versions

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Related packages: PerformanceAnalytics, TTR, fTrading, quantmod, tradeCosts, IBrokers, atmi, matchingR(20 best matches, based on common tags.)


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