[R-SIG-Finance] An experiment

[BBands]

So far, so good. I've made decent progress in the little time I've
been able to allocate to it. I'm sticking with the R/RStudio/TWS
API/Quantmod/TTR stuff for now and am impressed. I hope to focus a bit
more on this next week.

Best,

     John -- who never left, just got quiet for a while

On Tue, Jul 16, 2013 at 7:08 AM, Dirk Eddelbuettel <edd at debian.org> wrote:
>
> A little late as I was vacationing in Australia where by better half was
> attending a conference...
>
> On 11 July 2013 at 07:34, BBands wrote:
> | I posted the following to the Markets list earlier, as that is where
> | the seed came from, but it more properly belongs here. I wish to start
> | by thanking all for all the time you have put in and the brilliance of
> | your work.
> |
> | """
> | I was impressed by the short-term chart of IWM that I looked at
> | yesterday and intend to do something about it. I will write three
> | simple Bollinger Band systems and deploy them. I will write them both
> | in R (likely quantmod, TTR, IBrokers...) and Python (ibPy...) using
> | the Interactive Brokers API. I plan to use RStudio and PyScripter as
> | IDEs. The platform will be Ubuntu Linux. Initially I will trade single
>
> Awesome.
>
> If you need any help setting things up please drop me a line.
>
> | lots of 100 shares in an over-capitalized account. When I have
> | sufficient real-time trade data, I will switch to using a version
> | optimal f. There will be no optimization; if the systems work they
> | will be used as designed, if not they will be discarded. If this
> | works, I will move this project to a collocated server in NY. I will
> | report back on my progress, but this should take some time (perhaps a
> | lot) as there is quite a bit to learn and code. Any pointers, tips on
> | avoiding pratfalls, etc., greatly appreciated; either here or to
> | BBands at BollingerBands dot com. I've been wanting to do this ever
> | since Chris Cooper turned his forex robot loose and that was a long
> | time ago...
>
> Yes. Wonderful idea.  We need more of this. I'll help where I can (and yes, I
> do little bits of Python too these days by still mostly R, C++, shell, ...)
>
> Either way we would love to have you back at R/Finance.