The indicator will be generated by R’s lag() function. The signal will be to go long(short) if the price is higher(lower) than it was a year ago. In order to equalize risk across instruments, we are going to size our order with a lagging ten day ATR (that is, we use yesterday’s ATR to place our order sizes), and we will risk around 2 percent per trade. ATR stands for Average True Range and is an indicator that can be found in the TTR package.

trend follower strategy backtesting\demoData.R
...................................\trend follower.R
trend follower strategy backtesting

• We are an exchange download platform that only provides communication channels. The downloaded content comes from the internet. Except for download issues, please Google on your own.
• The downloaded content is provided for members to upload. If it unintentionally infringes on your copyright, please contact us.
• Please use Winrar for decompression tools
• If download fail, Try it againg or Feedback to us.
• If downloaded content did not match the introduction, Feedback to us，Confirm and will be refund.
• Before downloading, you can inquire through the uploaded person information

Nothing．