Hi Alex,


www.rinfinance.com/agenda/2011/BrianPeterson.pdf
 >> reference main packages you will ever need I think... & as  
mentioned in previous feedback quantmod is excellent & think  
quantstrat better (i,e, more widely used) than the "backtest" package  
that I personally do not know
 >> and in general RFinance conference papers, could be good to throw  
a glance at them...

http://www.statmethods.net/
 >> very well done (in my humble opinion) website for intro into R,  
its main data type etc..

HTH,
Julien




On Jun 18, 2011, at 5:16 PM, Alex Grund wrote:

> Hi there,
>
> I am new to R and want to perform a few experiments with trading  
> strategies
> with R.
>
> However, I have experience in programming, but not in R (it's very  
> similar
> to what a programmer would expect).
>
> For now, I've parsed some data (Open, High, Low, Close) of a  
> security via
> read.table, which works fine.
> What I want to do now, is to perform a backtest of a simple trading  
> strategy
> with R. Say, for example "buy on cross of MA(200) and MA(100)". Of  
> course I
> could write the backtest routine by myself, but I saw a package called
> backtest. However, I do not really get the point how this may work.  
> How
> could I use backtest package to analyse a simple strategy as above?
>
> Additionally, I would like to know, if there are some websites,  
> wikis etc.
> which give a basic introduction to R in Finance "for dummies"?  
> Anything I've
> seen so far was more or less for professionals.
>
>
> Thank you in advance
> Alex
>
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