R Programming By Example

Our first (very inefficient) attempt at an SMA

As was mentioned earlier, we will work with SMA implementations for the rest of the chapter. To differentiate among them, we will change the function name for each subsequent implementation, starting with sma_slow_1(). All SMA implementations will receive the following parameters:

• period: To specify how many observations to use for the SMA.
• symbol: To denote the asset we want to make the calculations for
  • For this example, options will be  BTC for Bitcoin or LTC for Litecoin. However, when you execute the system yourself, you'll be able to expand it with any cryptocurrency symbol you so desire.
• data: The actual data that contains the price time-series for every asset.

We will make two assumptions ...