[R-SIG-Finance] Any suitable backtest functions?

[Wind]

I have checked backtest package.  it seems there is no such functions I needed.
I will check it again though.
Thanks Gabor.
 
 
------------------ Original ------------------
From:  "Gabor Grothendieck"<ggrothendieck at gmail.com>;
Date:  Tue, Dec 2, 2008 09:09 PM
To:  "Wind"<windspeedo at qq.com>; 
Cc:  "r-sig-finance"<r-sig-finance at stat.math.ethz.ch>; 
Subject:  Re: [R-SIG-Finance] Any suitable backtest functions?

 
There is the backtest package.

On Tue, Dec 2, 2008 at 5:51 AM, Wind <windspeedo at qq.com> wrote:
>
> There are  functions for charting and technical indicators in R, such as those in quantmod,. Are there any functions for backtesting, simple and efficient, which ould generate output as in the following webpage?
> http://quantifiableedges.blogspot.com/2008/11/introducing-volume-spyx.html
>
> Most of the specialized backtest and trading platform can produce similar results for trading systems.  I wonder whether there are functions doing similar work in R.
>
> Regards,
> Wind
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