CRAN
ttrTests 1.7
Standard Backtests for Technical Trading Rules in Financial Data
Released Oct 29, 2012 by David St John
This package cannot yet be used with Renjin it depends on other packages which are not available: fTrading 3042.79
Dependencies
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