[R-SIG-Finance] quantmod visual feedback from strategy testing

[Joshua Ulrich]

Immanuel,

Look at the code in the chart.Posn() function in the blotter package
on r-forge.  While it may not do _exactly_ what you want, it should
give you a good start.

Best,
--
Joshua Ulrich
FOSS Trading: www.fosstrading.com



On Fri, Apr 16, 2010 at 5:21 PM, Immanuel <mane.desk at googlemail.com> wrote:
> 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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