I'm looking for a backtesting package in R that can report profit/loss for a
trading system by intraday time intervals.

 

Specifically, something that can break a day down by:

 

5,10,15,30 Minute Intervals.

Hourly Intervals

Day of Week

Month of Year

Quarter of Year

 

Does anything currently exist which has the ability to output this
information?

 

Thanks in advance,

 

Dave


	[[alternative HTML version deleted]]

