IlyaKipnis/DSTrading

语言: R

git: https://github.com/IlyaKipnis/DSTrading

数字信号交易(John Ehlers指标)
Digital Signal Trading (John Ehlers indicators)
README.md (中文)

= README =

基于MESA软件的John Ehlers博士的工作,数字信号交易包是Ilya Kipnis(与Kent Hoxsey合作)作者的持续发展。

John Ehlers是为数不多的将复杂电气工程和数字信号处理概念应用于交易的人之一。他的工作集中在信号之间的权衡,这些信号既适时又强大,可以抵御金融市场中发生的大量噪音。

他的工作包括先进的循环振荡器,强大的趋势跟踪平滑器,以及其他工具,如周期估计器和用于各种数学数学转换的工具。 Ehlers的工作涉及许多研讨会,几本书和大量白皮书,所有这些都可以在他的网站上找到,以及easyLang TradeStation代码,用于他所说明的许多概念。

该软件包旨在将R中使用的代码作为预先构建的技术指标与现有的专业构建的R财务软件包(如quantstrat,quantmod,blotter和PerformanceAnalytics)结合使用。这将允许用户将Ehlers的高级指标与工业强度的回测和分析工具相结合,而无需为专有软件支付任何过高的月度成本。

注意:要在Windows上安装此软件包,您必须安装Rtools。 Rtools可以在http://cran.r-project.org/bin/windows/Rtools/找到

Ehlers博士的网站可以在www.mesasoftware.com找到

可以找到Ehlers博士的书籍http://www.amazon.com/John-F.-Ehlers/e/B001IO9TCC

本文使用googletrans自动翻译,仅供参考, 原文来自github.com

en_README.md

= README =

The Digital Signal Trading package is an ongoing development under the authorship of Ilya Kipnis (in collaboration with Kent Hoxsey) based on the work of Dr. John Ehlers, of MESA software.

John Ehlers is one of the few individuals applying complex electrical engineering and digital signal processing concepts to trading. His work concentrates on the tradeoffs between signals that are both timely yet robust against the swings of so much of the noise found in the financial markets.

His work includes advanced cycle oscillators, robust trend-following smoothers, along with other tools such as period estimators and tools for various mathematical transformations of data. Ehlers's work spans many seminars, several books, and a multitude of white papers, all of which can be found on his website, along with easyLang TradeStation code for many of the concepts he illustrates.

This package aims to port the code to be used in R as pre-built technical indicators in conjunction with the existing family of professionally-built R financial packages such as quantstrat, quantmod, blotter, and PerformanceAnalytics. This will allow users to combine Ehlers' advanced indicators with industrial-strength backtesting and analytics tools without paying any exorbitant monthly costs for proprietary software.

NOTE: in order to install this package on windows, you must have Rtools installed.
Rtools can be found at http://cran.r-project.org/bin/windows/Rtools/

Dr. Ehlers's site can be found at www.mesasoftware.com

Dr. Ehlers's books can be found http://www.amazon.com/John-F.-Ehlers/e/B001IO9TCC