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

[Wind]

As the first step, I would want to get results similar to those in the following web page:
http://quantifiableedges.blogspot.com/2008/11/volume-spyx-indicator-suggesting.html
which is the ordinary output of most of the backtest software such as Wealth Lab and Right Edge.
That is, calculating the future yield after each signal, output the results both in statistical terms and in simple yield /loss terms.  
The final goal is doing backtesting purely in R.    I think R could replace software as Wealth Lab and Right Edge in backtesting.    It would be my main task recently.

According to googling and others' reply, I may start to do this job by myself since I could not find such functions.
I am willing to take part in joint effort in such topics.  But as you may noticed, I am just a newbie to R, struggling using R in investment.   Anyway, if there were something I could do, it would be my pleasure.   Lots of people as you and Jeff have already helped me a lot.
 
Regards,
Wind
http://windspeedo.spaces.live.com/default.aspx


 
------------------ Original ------------------
From:  "Brian G. Peterson"<brian at braverock.com>;
Date:  Wed, Dec 3, 2008 11:27 AM
To:  "Wind"<windspeedo at qq.com>; 
Cc:  "Gabor Grothendieck"<ggrothendieck at gmail.com>; "r-sig-finance"<r-sig-finance at stat.math.ethz.ch>; 
Subject:  Re: [R-SIG-Finance] Any suitable backtest functions?

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
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock