[R-SIG-Finance] Any time series visualization tool and backtest platform in R? Any good software outside R

Michael Jungle michael.in.the.jungle at gmail.com
Fri Feb 19 00:07:40 CET 2010


I don't have those trading software such as TradeStation at this moment.

But I have Matlab, R and Bloomberg.

I would like to find a way that I can easily visualize a bunch of time
series curves and cross-compare them. For example, the price curve vs.
trading signal curve. vs. SP500, etc.

The display doesn't have to be live or dynamic. 

The curve data are currently in Matlab, which can be the simplest column
data. These are backtest data.

But what's the best/convenient/effective way to rapidly visualize and
manipulate these time series data? Any good software?

I want to create these type of plots, overlayed with my own buy/sell
signals.

http://stockcharts.com/h-sc/ui?s=GE

And the plot needs to be interactive, ie. you can drag, zoom, explore, etc.

You think Matlab plot can do this?

I guess I am looking for more of a back-test platform...



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