
Hi all,I am beginner and i need advices :)I expose you my problematic.I want use R-project software for my selection and weight of my systems.That is to say that I have several systems trading on the Forex with UT and various symbols. My pool of system is about >> 60 << systems available.My goal in r-project is to build over these 60 systems, a Long & short portfolio of 30 systems "only" and refresh or reoptimize weekly or monthly period.I do not really know how to go about it to find the 30 best systems for my portfolio.I intend to recover the daily return as a percentage of each system and store the result in a mysql database. (That works correctly)The problem that I am a little lost now..At  the moment i read a lot of stuff on the subject .. Efficient frontier, MV portfolio etc etc but for putting into practice is another thing :(
Can you help me to put into practice with examples of script that you can use in selecting your portfolio ?
I think used fportfolio package. This package can do that?
 
Best Regads.
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