fast as the C equivalent. Fortunately, two are normally sufficient. Theres a trick for overcoming slow language speed. For forex international real development and research tasks, theres no stepping around real programming. This is the SMA crossover in R, for a vector-based backtest: require(quantmod) require(PerformanceAnalytics) Data - xts(v tz"UTC format"Y-m-d H:M sep headertrue) Close - Cl(Data) MA30 - SMA(Close,30) MA100 - SMA(Close,100) Dir - ifelse(MA30 MA100,1,-1) # calculate trade direction Dir.1 - c(NA, Dir-length(Dir) # shift.
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