Factor.R
myATR <- function(x) ATR(HLC(x))[,'atr']
mySMI <- function(x) SMI(HLC(x))[,'SMI']
myADX <- function(x) ADX(HLC(x))[,'ADX']
myAroon <- function(x) aroon(x[,c(2,3)])$oscillator
myBB <- function(x) BBands(HLC(x))[,'pctB']
myChaikinVol <- function(x)
Delt(chaikinVolatility(x[,c(2,3)]))[,1]
myCLV <- function(x) EMA(CLV(HLC(x)))[,1]
myEMV <- function(x) EMV(x[,c(2,3)],x[,c(5)])[,2]
myMACD <- function(x) MACD(Cl(x))[,2]
myMFI <- function(x) MFI(x[,c(2,3,4)], x[,c(5)])
mySAR <- function(x) SAR(x[,c(2,3)]) [,1]
myVolat <- function(x) volatility(OHLC(x),calc="garman")[,1]
 
T.ind.R
T.ind <- function(quotes,tgt.margin=0.025,n.days=10) {
  v <- apply(HLC(quotes),1,mean)
  r <- matrix(NA,ncol=n.days,nrow=NROW(quotes))
  for(x in 1:n.days)  r[,x] <- Next(Delt(v,k=x),x)
  x <- apply(r,1,function(x) sum(x[x > tgt.margin | x < -tgt.margin]))
x
 }
 
Recylin.R
recylin=function(p,n){
  pr=array(1:n)
  for (i in 1: n){
stock.lin=lda(as.factor(T)~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10+x11+x12+x13+x14+x15+x16+x17,data=stock[i:p+i-1,])
  pr[i]=predict(stock.lin,stock[p+i,])$class
  }
  pr-2
}
 
Recyrp.R
recyrp=function(p,n){
  pr=array(1:n)
  for (i in 1: n){
stock.rp=rpart(as.factor(T)~x1+x2+x3+x4+x5+x6+x7+x8+x9+x10+x11+x12+x13+x14+x15+x16+x17,
  data=stock[0+i:p+i-1,],method="class")
  pr[i]=predict(stock.rp,stock[p+i,],type="class")
  }
  pr-2
}
 
 
Recyrf.R
recyrf=function(p,n){
  pr=array(1:n)
  for (i in 1: n){
stock.rf=randomForest(as.factor(T)~x1+x2+x3+x4+x5+x7+x8+x9+x10+x11+x12+x13+x14+x15+x16+x17,                    data=stock[500+i:500+p+i-1,],importance=TRUE,proximity=TRUE)
  pr[i]=predict(stock.rf,stock[500+p+i,],type="response")
  }
  pr-2
}