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

[Brian G. Peterson]

Wind wrote:
> I have checked backtest package.  it seems there is no such functions I needed.
> I will check it again though.
> Thanks Gabor.

Can you please be specific about what features you are looking for? 
There has been some discussion of creating a more generally applicable 
backtest framework, so I'm curious what your requirements might be, and 
how much effort you'd be willing to put into a shared effort.

Regards,

     - Brian

>  
> ------------------ 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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Brian G. Peterson
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