also look at the systematicinvestor blog. he's got some nice examples there.

On Thu, Mar 29, 2012 at 9:58 AM, R. Michael Weylandt <
michael.weylandt@gmail.com> wrote:

> You might google around for anything involving the term quantstrat.
>
> Michael
>
> On Thu, Mar 29, 2012 at 6:03 AM, John Hardy <numidiancavalry@yahoo.com>
> wrote:
> > Hi, Everyone
> >
> > I am getting going with R - mostly only for programming trading systems
> with RBloomberg data. I have figured out how to download daily and intraday
> data and then transform this into xts objects for applying all the usual
> TTR functions.
> >
> > Most of what I have learned, I have learned through other people's
> examples of what they are doing, but it seems there are very few out there
> that are posting coding examples of their systems. Does anyone have a URL
> for someone that has posted a lot of coding samples of their trading
> models. I don't care about profitability - I have my own ideas - just want
> to see how better programmers are dealing with the various challenges of
> modeling trading systems in R.
> >
> > In particular, I'm looking for clever ways to dealing with being long x
> (for now 1 or 2) units and dealing with the various entries and exits for
> each unit and having multiple criteria for when to enter and exit a trade.
> >
> > Thanks
> > John
> >
> > _______________________________________________
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> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> > -- Also note that this is not the r-help list where general R questions
> should go.
>
> _______________________________________________
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>

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