I am trying to built a simple moving average cross over strategy for backtesting. I have installed TTR and quantmod, quantstrat for that purpose. >From TTR package we can get functions for sma,bolinger band and other indicators. I want to know whether any inbuilt crossover function (not greater '>' or lesser '<') is available for R.
Example sma10<-SMA(close,10) sma30<-SMA(close,30) buy<-Crossover(sma10,sma30) sell<-Crossover(sma30,sma10) -- View this message in context: http://r.789695.n4.nabble.com/inbuilt-crossover-function-for-backtesting-tp4710918.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
