[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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