Performs Quality Analysis on Machina algebraic indicators 'sma' (simple moving average), 'wavg' (weighted average),'xavg' (exponential moving average), 'hma' (Hull moving average), 'adma' (adaptive moving average), 'tsi' (true strength index), 'rsi' (relative strength index), 'gauss' (Gaussian elimination), 'momo' (momentum), 't3' (triple exponential moving average), 'macd' (moving average convergence divergence). Machina is a strategy creation and backtesting engine for quants and financial professionals (see <https://machi.na/> for more information).
Version: | 0.1.4 |
Imports: | machina, plyr |
Published: | 2016-08-10 |
Author: | Norton Tim [aut, cre] |
Maintainer: | Norton Tim <tnorton at machi.na> |
License: | GPL-2 | GPL-3 [expanded from: GPL] |
NeedsCompilation: | no |
CRAN checks: | machQA results |
Reference manual: | machQA.pdf |
Package source: | machQA_0.1.4.tar.gz |
Windows binaries: | r-devel: machQA_0.1.4.zip, r-release: machQA_0.1.4.zip, r-oldrel: machQA_0.1.4.zip |
macOS binaries: | r-release: machQA_0.1.4.tgz, r-oldrel: machQA_0.1.4.tgz |
Old sources: | machQA archive |
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