[R-SIG-Finance] QuantMod trading models docs?

[Jeff Ryan]

Hi Mark,

The following thread is a good start in terms of why the functionality
of specify/build/tradeModel in quantmod isn't quite capable of what
you want:

http://www.nabble.com/Backtesting-trade-systems-td24517282.html#a24517282

As Daniel points out, the blotter package makes some great strides in
the area, though from a more restrictive perspective than
'backtesting'...

Love to hear successes and failures, as well as any code you end up
with and would like to share with the list.

Best,
Jeff

On Sat, Oct 10, 2009 at 5:29 PM, Mark Knecht <markknecht at gmail.com> wrote:
> Hi,
>   I was wondering if there is any documentation on QuantMod trading
> models? It looks like this is a goal of the project but I don't see
> any documentation. Does it work? I have a number of automated systems
> I'm trading in TradeStation EasyLanguage and I'm interested in
> possibly converting a few of these to R for study reasons.
>
> Thanks,
> Mark
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com