ttrTests: Standard Backtests for Technical Trading Rules in Financial Data

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

Version: 1.7
Depends: fTrading, TTR
Published: 2011-08-16
Author: David St John
Maintainer: David St John <dstjohn at math.uic.edu>
License: GPL (≥ 3)
In views: Finance
CRAN checks: ttrTests results

Downloads:

Package source: ttrTests_1.7.tar.gz
MacOS X binary: ttrTests_1.7.tgz
Windows binary: ttrTests_1.7.zip
Reference manual: ttrTests.pdf
Old sources: ttrTests archive