Testing technical indicators
On 6/2/06, Dirk Eddelbuettel <edd at debian.org> wrote:
But Crusher comes from the pre-Rmetrics days. I'd suspect that you find as much if not more code in the TA examples in Rmetrics.
Not true. Rmetrics is many things, but a TA package it is not, nor do
I think it was intended to be one. There are several TA indicators
included in fMultivar, so perhaps it is a beginning, but if it is a
beginning, it has a long ways to go before anything serious could be
done with it TA-wise. Perhaps I have missed something?
(Nothing in the above may be construed in any way as a criticism of
Mr. Wuertz's work.)
jab
John Bollinger, CFA, CMT www.BollingerBands.com If you advance far enough, you arrive at the beginning.