Connecting R to existing backtest platforms?

Discussion in 'App Development' started by mizhael, Dec 12, 2011.

  1. Hi all,

    It looks like R lacks of a good time series interactive viewer...

    I am thinking of connecting R to some (existing) backtest platforms so that time series can be visualized in those platforms...

    I am thinking of Multi-charts or Trade-station... etc.

    What's the best way to do this?

    Any thoughts? Please shed some lights!

    Thanks a lot!
     
  2. look at r package quantmod.com

    also might want to look at rmetrics
     
  3. byteme

    byteme

    I don't think TradeStation et al. can plot arbitrary time series per se. In any case, there would be no direct connection between R and the platform. You would have to export the time series data to a file and then import it into the platform....but then, what is the point of using R? You can just code the plots/time series on the platform directly e.g. as an indicator on a base OHLC financial time series (stock, commodity, fx pair etc.)

    What's wrong with Quantmod for R?:

    http://www.quantmod.com/examples/charting/
     
  4. byteme

    byteme

    Beat me to it.