Hi everyone, I have been developing an amateurish backtesting framework in R based on packages like Quantstrat. The framework consists of backtesting, parameter optimization, walk-forward analysis and other statistical tests that I have learnt from books written on the topic. Now the problem I face is I don't know how to paper/demo trade the strategies I found acceptable. My strategies are medium frequency strategies that use M15 bars as the shortest interval. Usually, strategies enter or exit an position once at most each day. So my questions are: Is it possible to paper trade with R? I am not sure but I may have read that a package is available in R that might enable papertrading with Interactive Brokers? FX: I am aware that several brokers with MT4 or cTrader platforms have paper trading accounts, so for FX I am satisfied with them, but if I can connect R that would be better. If you have experience of papertrading wit R connected to MT4, can you elaborate on how you did it and are you satisfied with it? Equities&Options&Futures&ETF: I have seeen Investopedia, Marketwatch, Wall Street Survivor simulators on the web but they won't allow any algortihmic paper trading so they are useless for me. Are there any brokers/websites that enable algorithmic paper trading in equities, options, futures, commodities (futures or cash) , ETF and any other instruments? Quantopian: I am not really that experienced in Python but the interface seems easy to use. However, I am not sure in which instruments I can paper trade and in which I cannot. Any comment and help is welcome.
Thanks for suggesting the package. If I may ask, being a non-US (also non-UK&EU) citizen do I have through the long process of opening up a real account even if I only want to do paper trading?
Demo account in IBrokers does not use real (live/delayed) market data, instead it uses some simulated data thus apart from checking whether the API connection works or not, it is useless for paper trading purposes.