Any time series visualization tool and backtest platform in R? Any good software outside R
On Thu, Feb 18, 2010 at 5:07 PM, Michael Jungle
<michael.in.the.jungle at gmail.com> wrote:
I don't have those trading software such as TradeStation at this moment. But I have Matlab, R and Bloomberg. I would like to find a way that I can easily visualize a bunch of time series curves and cross-compare them. For example, the price curve vs. trading signal curve. vs. SP500, etc. The display doesn't have to be live or dynamic. The curve data are currently in Matlab, which can be the simplest column data. These are backtest data. But what's the best/convenient/effective way to rapidly visualize and manipulate these time series data? Any good software?
Check out www.quantmod.com. Specifically, http://www.quantmod.com/examples/charting/
I want to create these type of plots, overlayed with my own buy/sell signals. http://stockcharts.com/h-sc/ui?s=GE And the plot needs to be interactive, ie. you can drag, zoom, explore, etc.
quantmod allows you to zoom (and might have some other interactive features).
You think Matlab plot can do this?
Not a good question for a R mailing list...
I guess I am looking for more of a back-test platform...
See the tools under TradeAnalytics on R-forge: http://r-forge.r-project.org/projects/blotter/ Best, Josh -- http://www.fosstrading.com
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