[R-sig-finance] Backtest trading strategies
bbands at gmail.com
Mon May 23 19:18:52 CEST 2005
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!
John Bollinger, CFA, CMT
If you advance far enough, you arrive at the beginning.
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