questions about adaptive indicator, intra-day trading and package 'parallel'
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.
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