CRAN
machQA 0.1.4
QA Machina Indicators
Released Aug 10, 2016 by Norton Tim
Dependencies
Performs Quality Analysis on Machina algebraic indicators 'sma' (simple moving average), 'wavg' (weighted average),'xavg' (exponential moving average), 'hma' (Hull moving average), 'adma' (adaptive moving average), 'tsi' (true strength index), 'rsi' (relative strength index), 'gauss' (Gaussian elimination), 'momo' (momentum), 't3' (triple exponential moving average), 'macd' (moving average convergence divergence). Machina is a strategy creation and backtesting engine for quants and financial professionals (see
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml
file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>machQA</artifactId> <version>0.1.4-b9</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:machQA')
Test Results
This package was last tested against Renjin 0.8.2500 on Oct 27, 2017.