[R-SIG-Finance] Links to trading models in R
josh.m.ulrich at gmail.com
Thu Mar 29 16:00:56 CEST 2012
On Thu, Mar 29, 2012 at 8:58 AM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
> You might google around for anything involving the term quantstrat.
And/or look at the demos in the package.
> On Thu, Mar 29, 2012 at 6:03 AM, John Hardy <numidiancavalry at yahoo.com> wrote:
>> Hi, Everyone
>> I am getting going with R - mostly only for programming trading systems with RBloomberg data. I have figured out how to download daily and intraday data and then transform this into xts objects for applying all the usual TTR functions.
>> Most of what I have learned, I have learned through other people's examples of what they are doing, but it seems there are very few out there that are posting coding examples of their systems. Does anyone have a URL for someone that has posted a lot of coding samples of their trading models. I don't care about profitability - I have my own ideas - just want to see how better programmers are dealing with the various challenges of modeling trading systems in R.
>> In particular, I'm looking for clever ways to dealing with being long x (for now 1 or 2) units and dealing with the various entries and exits for each unit and having multiple criteria for when to enter and exit a trade.
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> R-SIG-Finance at r-project.org mailing list
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> -- Also note that this is not the r-help list where general R questions should go.
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