Skip to Content
Home » Package reference » ttrTests

ttrTests

Download from cran.r-project.org or Rate on crantastic.org
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 1 year 44 weeks ago
ttrTests 1.6 1 year 44 weeks ago
ttrTests 1.5 3 years 15 weeks ago
ttrTests 1.4 3 years 21 weeks ago
ttrTests 1.2 3 years 37 weeks ago
ttrTests 1.1 3 years 41 weeks ago
ttrTests 1.0 3 years 43 weeks ago
0
Your rating: None
0
Your rating: None