ttrTests: Standard Backtests for Technical Trading Rules in Financial Data

Four core functions evaluate the efficacy of a technical trading rule. Conditional return statistics, Bootstrap resampling statistics, Test for data snooping bias among parameter choices, and Robustness of parameter choices

Version: 1.2
Depends: fTrading, TTR
Published: 2009-09-29
Author: David St John
Maintainer: David St John <dstjohn at math.uic.edu>
License: GPL (≥ 2)
In views: Finance
CRAN checks: ttrTests results

Downloads:

Package source: ttrTests_1.2.tar.gz
MacOS X binary: ttrTests_1.2.tgz
Windows binary: ttrTests_1.2.zip
Reference manual: ttrTests.pdf
Old sources: ttrTests archive