[R-SIG-Finance] quantmod visual feedback from strategy testing ( plain text )

Immanuel mane.desk at googlemail.com
Sat Apr 17 00:25:08 CEST 2010


Hey all,

I tested a simple trading system from:
http://blog.fosstrading.com/2009/04/testing-rsi2-with-r.html

(i)

    What I'm missing is some visual feedback on the chart plot about the
    entry / exit
    signals and open positions.

    I would like to have an arrow over or below the bar where the signal
    occurred to
    indicate long or short signals and a doted line to indicate an open
    position?
    Whats the best way to accomplish this?

(ii)

    I like to code some simple Dow trend detection with visual feedback.
    How can I choose the chart background or bar at every bar according
    to the trend direction ?
    Is there an indicator for x-bar high or x-bar low? ( I need this to
    identify important high or lows)


I'm quite curious if and how all this can be realized in quantmod,
therefore I'm
happy about any hint in the right direction.

Regards mane



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