[R-SIG-Finance] TickData Backtesting in R, is it able now?

LiuRR saji.ren at hotmail.com
Sun May 17 16:00:45 CEST 2015


I'm new to R, I know that there is a package called quantmod which can perform some basic application in trading. 

I just want to now that: until now, is this quantmod package be able to do tick data trading backtesting? 

If yes, I'm planning using more time and effort to learn. If not, maybe just try to use an other platform. 

Hope someone can answer. 


PS.And I just check the website for quantmod... 

in the "what's next", here is the information: 

{ what's next } 
June 10, 2008 

5、More high frequency testing - possibly tick data

So I guess we still can not do such backtesting in R.... 

Can anyone expericenced conform that? 


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