Testing technical indicators

Have you considered open sourcing your Python code?

Yes, I had an open source project called Crusher, which Dirk worked on
as well. We got a good ways, but Dirk wanted to maintain his own
copyright on the portions of the core code he had contributed. I had
seen what chaos that could lead to when contributing to gnuplot and
felt that there should be a single master copyright on the core, so we
agreed to disagree. He freely contributed his code and I made one last
Crusher release under the GPL. After that I took the idea in house
where it is in use until this day. Of course I have learned a great
deal since then and would, and do, do things differently today, but
the core of Crusher is still quite viable. The last release was 0.0.4.

If you did, I expect someone would translate it into R.

Are you volunteering?

     jab

John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.