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

Joshua Ulrich josh.m.ulrich at gmail.com
Fri Feb 19 00:15:56 CET 2010


On Thu, Feb 18, 2010 at 5:07 PM, Michael Jungle
<michael.in.the.jungle at gmail.com> wrote:
>
> 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?
>
Check out www.quantmod.com.  Specifically,
http://www.quantmod.com/examples/charting/

> 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.
>
quantmod allows you to zoom (and might have some other interactive features).

> You think Matlab plot can do this?
>
Not a good question for a R mailing list...

> I guess I am looking for more of a back-test platform...
See the tools under TradeAnalytics on R-forge:
http://r-forge.r-project.org/projects/blotter/

Best,
Josh
--
http://www.fosstrading.com


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