[R-sig-finance] Backtest trading strategies

[Whit Armstrong]

There are only a few of which I'm aware.

One is built into CQG: http://www.cqg.com/
but only runs on one asset at a time (as a study)

And there is one in LIM: http://www.lim.com/
There is a LIM/S interface available, and I've been working on a LIM/R interface which could probably be used to do what you want if you're willing to purchase LIM.

I am dedicating some time at work to a solution for trading simulation / backtesting, but unfortunately, it will remain proprietary.

Good luck,
Whit



-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Neuro LeSuperHéros
Sent: Saturday, May 21, 2005 2:21 PM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-sig-finance] Backtest trading strategies

Hello,

Has anybody ever implemented a trading strategies backtest program on R?  Or succesfully linked R to an existing backtest software? I'd like to know what has been/can be done.

Regards,

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