Excel Trading Template (1.41 MB): Fibo, RSI, Strategy Evaluation and more.
MA I Paper Supplements (1.08 MB): Datasets, Raw results and more for our “An Improved Moving Average Technical Trading Rule” Paper.
MA II Paper Supplements (1.23 MB): Datasets, Raw results and more for our “An Improved Moving Average Technical Trading Rule II: Can we obtain performance improvements with short sales?“ Paper.
R-CODE -Improved Moving Average Code: Abridged version of the code used in the above MA papers
R Code - Yahoo Data Loading: Download Yahoo Finance Data without additional packages
ESI Paper, Additional Figures. (5.32 MB): Download the full set of figures for the ““Out of sync”: The breakdown of economic sentiment cycles in the E.U.” paper.
R Code - Ichimoku Clouds Trading: Trade using Ichimoku Clouds in R
All the downloadable material is copyrighted. (c) Quantf.com, 2011. Free for personal use under the GNU license.
Hello Sir,
I have been trying to find effective technical rule to trade in stocks.I have gone through your paper and wold like to implement your rule during trading.But i have no used r software in past and am more comfortable working in excel.I have gone through your excel trading template and would like to know whether the excel template contains your improved moving average strategy and can be used for individual stocks.Pls clarify.
Dear Sandeep,
The trading template contains standard methods in the technical analysis literature. Our suggested IMA methodology is NOT included in that spreadsheet. At the moment is only avalaible on R, but sometime in 3-4 months we are planning a major re-construction of the site where you will be able to “run” all your models online at quantf.com!
thanks
Are these download files compressed RAR files. When I click on them they open in a new browser window and I’m unable to read the file. This is part of what’s displayed in the browser window, “PK�����!�oψΙ}”
Hi John,
Thanks very much for your message.
I have just tested the above links using Chrome and they work.
If you rare using Firefox or Explorer, then please press right click and then “save link as”.
Let me know if the above didn’t work for you.
Kind Regards,
Fotis
Hi Fotis,
Thanks for the tip it worked perfectly. I think I should learn to experiment more b4 I waste people’s time with this type of question.
Thanks
John
Glad it worked!
Pls, do not worry at all!
cheers
Dear Sir,
I am a beginner with R and trying to learning to work properly.
I have seen an interesting article in the average investor. When I try to get the symbol SPY i get an error message, as presented here below
> getSymbols(“^GSPC”, from = “1950-01-01″)
Error in as.POSIXlt.character(as.character(x), …) :
character string is not in a standard unambiguous format
My question is. Can I use your code to download the data and later on use the average trade code to perform the test?
If so, how do I unpack and upload the data in R? I have already downloaded the code and would be very happy to use it, if you allow me.
Thank you very much and thank you for your time
Carlos
Answer to the above can be found here
http://www.quantf.com/fotis-papailias/r-code-yahoo-finance-data-loading/507#comments