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= README =

The Digital Signal Trading package is an ongoing development under the authorship of Ilya Kipnis (in collaboration with Kent Hoxsey) based on the work of Dr. John Ehlers, of MESA software.

John Ehlers is one of the few individuals applying complex electrical engineering and digital signal processing concepts to trading. His work concentrates on the tradeoffs between signals that are both timely yet robust against the swings of so much of the noise found in the financial markets.

His work includes advanced cycle oscillators, robust trend-following smoothers, along with other tools such as period estimators and tools for various mathematical transformations of data. Ehlers's work spans many seminars, several books, and a multitude of white papers, all of which can be found on his website, along with easyLang TradeStation code for many of the concepts he illustrates.

This package aims to port the code to be used in R as pre-built technical indicators in conjunction with the existing family of professionally-built R financial packages such as quantstrat, quantmod, blotter, and PerformanceAnalytics. This will allow users to combine Ehlers' advanced indicators with industrial-strength backtesting and analytics tools without paying any exorbitant monthly costs for proprietary software.

NOTE: in order to install this package on windows, you must have Rtools installed. Rtools can be found at http://cran.r-project.org/bin/windows/Rtools/

Dr. Ehlers's site can be found at www.mesasoftware.com

Dr. Ehlers's books can be found http://www.amazon.com/John-F.-Ehlers/e/B001IO9TCC