[R-SIG-Finance] New to R and Finance, backtest etc.

me at censix.com me at censix.com
Sun Jun 19 15:08:11 CEST 2011


once you have developed a strategy in 'quantstrat' and if you feel
adventurous and want to use it for live trading, I can (shamelessly)
recommend that you have a look at my 'qsiblive' download here.


It may be of interest.



> Hi there,
> I am new to R and want to perform a few experiments with trading
> strategies
> with R.
> However, I have experience in programming, but not in R (it's very similar
> to what a programmer would expect).
> For now, I've parsed some data (Open, High, Low, Close) of a security via
> read.table, which works fine.
> What I want to do now, is to perform a backtest of a simple trading
> strategy
> with R. Say, for example "buy on cross of MA(200) and MA(100)". Of course
> I
> could write the backtest routine by myself, but I saw a package called
> backtest. However, I do not really get the point how this may work. How
> could I use backtest package to analyse a simple strategy as above?
> Additionally, I would like to know, if there are some websites, wikis etc.
> which give a basic introduction to R in Finance "for dummies"? Anything
> I've
> seen so far was more or less for professionals.
> Thank you in advance
> Alex
> 	[[alternative HTML version deleted]]
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