[R-sig-finance] Backtest trading strategies

[BBands]

On 5/21/05, Neuro LeSuperHéros <neuro3000 at hotmail.com> wrote:
> 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.

This is an area we have explored quite a bit. We took the approach of
using several tools, each for its own strengths. MySQL for data
storage and retrieval, Python for system creation/calculation, R for
results analysis and gnuplot for visual display. This has proved to be
a very powerful nexus and is the thrust of the Crusher project.

Here are the links to the tools we use. All open source!

http://www.python.org/
http://www.gnuplot.info/
http://gnuplot-py.sourceforge.net/
http://www.mysql.com/
http://sourceforge.net/projects/mysql-python
http://www.r-project.org/
http://rpy.sourceforge.net/

    jab
-- 
John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.