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Feb
1
awarded  Popular Question
Jan
22
comment R TTR/RSI does not behave like a Bloomberg RSI
@KyleBalkissoon The default seems to be using also maArgs$wilder parameter: if (missing(maType)) { maType <- "EMA" maArgs$wilder <- TRUE }
Jan
21
awarded  Commentator
Jan
21
comment R TTR/RSI does not behave like a Bloomberg RSI
@JoshuaUlrich You are right! I was trying EMA, SMA, etc but they did differ. Using default parameters produces indeed the closest value.
Jan
21
revised R TTR/RSI does not behave like a Bloomberg RSI
deleted 270 characters in body
Jan
21
revised R TTR/RSI does not behave like a Bloomberg RSI
added 248 characters in body
Jan
21
comment R TTR/RSI does not behave like a Bloomberg RSI
@JoshuaUlrich it is not very close actually. See my edit.
Jan
21
revised R TTR/RSI does not behave like a Bloomberg RSI
added 72 characters in body
Jan
21
comment R TTR/RSI does not behave like a Bloomberg RSI
Agree, SMA is a moving average over x days, i.e. mean. I am simply stating this RSI is not the same as what Bloomberg computes and was wondering how to calculate exactly the same results in TTR.
Jan
21
comment R TTR/RSI does not behave like a Bloomberg RSI
I am specifying SMA indeed. SMA however is simply "sum of gains over last x days". It doesn't use the "previous average gain x (x-1) + last gain / x" logic.
Jan
20
asked R TTR/RSI does not behave like a Bloomberg RSI
Aug
1
revised Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
added 57 characters in body
Jun
27
awarded  Yearling
Apr
11
answered What open source trading platform are available
Apr
11
asked What open source trading platform are available
Apr
7
comment Is there any thing out there as a substitute for KDB?
@Chuu I only started looking into kdb+ but so far I can see that performance is much better than the column datastores that I know of. Interesting fact - kdb+ is a column based database as well. See: stackoverflow.com/questions/22840510/…
Apr
7
comment Is there any thing out there as a substitute for KDB?
@Chuu, do you have any data to back up your claim?
Mar
21
comment Sources of Machine Readable News
Thanks Matt. Which service did you replace them with? Is the replacement better?
Mar
20
answered Sources of Machine Readable News
Mar
20
comment Sources of Machine Readable News
Is this API freely available? If not do you have any idea of the cost?