Dear Robert,

please take a look at the "blotter" package: http://r-forge.r-project.org/projects/blotter/
Josh Ulrich has some nice examples on his blog: http://blog.fosstrading.com/


HTH,
Simon

On Jan 17, 2010, at 7:55 PM, Robert Nicholson wrote:

> Fidelity gives you trade history where each trade is a separate line in a CSV file.
> 
> Which tool does the best job of letting you enter and exit positions ie. knows when it's closing an existing position and entering a new one and then provide a report on each position taken etc?
> 
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