[R] Sullivan, Timmerman and White 1999: TA rules, and R

[rahul143]

Friends 

I am trying to save myself some tedious work. 

I am processing a paper from  "The Journal Of Finance * Vol. LIV, No. 5   
October 1999" by Sullivan,  Timmerman and  White.  "Data-Snooping, 
Technical Trading Rule Performance, and the Bootstrap" 

I am aiming to reproduce their results using the same  TA rules as they 
used. 

They describe the rules they use in English and I am in the process of 
trying to programme them into R.  But if some one has already done this 
it would save me a pile of work. 

It would be nice to just grab some rules from the TTR package, but 
because of the way STW describe the rules it is quite a lot of work to 
calculate what parameters to use. 

So I am clutching at a straw here:  If anybody could point me in a 
better direction than slogging through the English text and trying to 
match that with the TTR docs I would be grateful 




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