Standard Backtests for Technical Trading Rules in Financial Data

Documentation for package ‘ttrTests’ version 1.4

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)