title: Implementation of Particle Swarm Optimization Algorithm in R
body: <p>I'm checking a simple moving average crossing strategy in R. Instead of running a huge simulation over the 2 dimenional parameter space (length of short term moving average, length of long term moving average), I'd like to implement the Particle Swarm Optimization algorithm to find the optimal parameter values. I've been browsing through the web and was reading that this algorithm was very effective. Moreover, the way the algorithm works fascinates me...</p>
  
  <p>Does anybody of you guys have experience with implementing this algorithm in R? Are there useful packages that can be used? </p>
  
  <p>Thanks a lot for your comments.</p>
  
  <p>Martin</p>