[R] currency or stock trading strategy

Darren Weber darrenleeweber at gmail.com
Sun Oct 22 07:25:49 CEST 2006

Thanks to everyone for many useful tips to more information.    I
think this thread is worth reading, if only for that reason alone
(despite some disparaging comments about my research abilitites).  I
appreciate the advice from those who have more experience with these
finance tools than me (that is not hard!), as your advice could save
me many, many hours of googling and reading materials, trying to form
my own impressions and evaluations of the strengths and weaknesses in
various packages, with the aim of finding something easy to work with
at a relatively high level of function and performance (without the
price tag!). So, thanks!

I wonder if I might pose a small coding problem to the list, with the
intention that list members might offer some code in this thread to
illustrate the utilities available?  I would hope to see some
alternatives and some further commentary on preferred methods.  Take
for instance, the charts plotted on this page:


I think it should be easy to keep a daily catalogue of all these
charts, and the associated metrics, for all stocks that have quote
data readily available.  What is the most efficient, succint methods
for doing this with open-source software?

Best, Darren

On 9/19/06, BBands <bbands at gmail.com> wrote:
> On 9/17/06, Darren Weber <darrenleeweber at gmail.com> wrote:
> > Hi,
> >
> > are there any good charting and analysis tools for use with
> > currencies, stocks, etc. in R?  I have some tools to download currency
> > data from the NYFRB using python and XML.  Can we get and parse an XML
> > download using R?  Can we have interaction in R plots?  Does anyone
> > use R for back-testing trading strategies?  Are there any forums for
> > discussion of using R for this specific purpose (apart from this
> > general list)?  Is anyone aware of any general open-source
> > developments for these purposes (I don't see any from GNU or google
> > searches)?
> >
> > Take care, Darren
> I hardly know where to start either. I use R, Python, rpy, gnuplot-py
> and gnuplot together and am very happy with the result. I find that
> each piece has it own strengths and together they provide a very
> powerful solution. I am currently working on integrating TA-lib into
> this mix via a project started by Andrea Malagoli--see the
> r-sig-finance archives.
> http://rpy.sourceforge.net/
> http://www.gnuplot.info/
> http://gnuplot-py.sourceforge.net/
> http://ta-lib.org/
>      jab
> --
> John Bollinger, CFA, CMT
> www.BollingerBands.com
> If you advance far enough, you arrive at the beginning.
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