[R-SIG-Finance] pure R intraday trading framework
soren wilkening
me at censix.com
Thu Dec 19 15:15:22 CET 2013
I designed and implemented this pure R intraday trading framework.
It is lightweight, manages IBrealtimeBars >= 5sec smoothly and works well
for Fx, futures and stocks.
(requires IBrokers, quantmod and blotter packages, but nothing else)
Its available in the download section:
http://censix.com/download
Happy prototyping ... (and enjoy the upcoming holidays)
Soren
http://censix.com
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