ttrTests-package |
A series of tests for the efficacy of a technical trading rule (TTR) |
bootstrap |
Generates a Bootstrap Sample from Raw Data |
cReturns |
Return series conditioned on a TTR |
dataSnoop |
Two Tests for Data Snooping: RC and SPA |
defaults |
Default parameters for a given TTR |
deleteNA |
Cleans data that contains NA entries |
generateSample |
Generates a Bootstrap Sample from Price Data |
indicator |
The canonical position / indicator functions |
macd4 |
MACD oscillator |
nullModel |
Hypothesis test for efficacy of TTR |
paramPersist |
Robustness, or Persistence, of Parameter Choices for TTR |
paramStats |
Analyzes a domain of parameter choices to pick the best one |
position |
Position Function |
returnStats |
Conditional statistics for given data and TTR |
subperiods |
Computes the Correlation between Conditional Returns in Two Non-Overlapping Sub-Periods |
ttrTests |
A series of tests for the efficacy of a technical trading rule (TTR) |