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ttrTests

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Standard Backtests for Technical Trading Rules in Financial Data
David St John
GPL (>= 3)
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
Versions
Package Version Released
ttrTests 1.7 39 weeks 2 days ago
ttrTests 1.6 39 weeks 3 days ago
ttrTests 1.5 2 years 10 weeks ago
ttrTests 1.4 2 years 16 weeks ago
ttrTests 1.2 2 years 33 weeks ago
ttrTests 1.1 2 years 36 weeks ago
ttrTests 1.0 2 years 38 weeks ago
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