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bertomartin / stat4701 Public

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ema_test.R

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ema_test.R

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#http://www.quintuitive.com/2012/11/10/back-testing-rules/

library(quantmod)

getSymbols("^GSPC", from=2000-01-01)

gspc = GSPC["/2012-09-15"]

print( last(EMA(Cl(gspc), 20 )))

print(last(EMA( tail(Cl(gspc), 60), 20 )))

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