Hi Dan, I worked on a R emulation of Tradestation a couple of months ago.The main idea is to bring statistical modeling near to technical analysis as much as possible, not just an open source version of a stock trading software. The discovery of Python (wxPython and RPy-Project specifically) let me redefine my plans for the GUI to put on it.
The R functions I built regard: - technical indicators - trading strategies (testing,...) - portfolio management (download quotes,...) - Charting (bars,candles,... but not interactive) All (data,strategies,...) are stored in a MySql database.
I think I will restart working on it in the next months, depending on spare-time left to me by other projects I'm working on. I will put it on sourceforge or something similar, if you wish I'll send you a message.
I attach a sample-chart. Cheers, PaoloOn Sun, 17 Sep 2006 23:42:55 +0200, Darren Weber <[EMAIL PROTECTED]> wrote:
---------- Forwarded message ---------- From: Darren Weber <[EMAIL PROTECTED]> Date: Sep 17, 2006 2:37 PM Subject: currency or stock trading strategy To: R-help@stat.math.ethz.ch Hi, are there any good charting and analysis tools for use with currencies, stocks, etc. in R? I have some tools to download currency data from the NYFRB using python and XML. Can we get and parse an XML download using R? Can we have interaction in R plots? Does anyone use R for back-testing trading strategies? Are there any forums for discussion of using R for this specific purpose (apart from this general list)? Is anyone aware of any general open-source developments for these purposes (I don't see any from GNU or google searches)? Take care, Darren ------------------------------------------------------------------------- Using Tomcat but need to do more? Need to support web services, security?Get stuff done quickly with pre-integrated technology to make your job easier Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronimohttp://sel.as-us.falkag.net/sel?cmd=lnk&kid=120709&bid=263057&dat=121642 _______________________________________________ rpy-list mailing list rpy-list@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/rpy-list
RTrade.png
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