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Any time series visualization tool and backtest platform in R? Any good software outside R

3 messages · Michael Jungle, Joshua Ulrich, Gabor Grothendieck

Original
Michael Jungle
# 
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?

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.

You think Matlab plot can do this?

I guess I am looking for more of a back-test platform...
Joshua Ulrich
# 
On Thu, Feb 18, 2010 at 5:07 PM, Michael Jungle
<michael.in.the.jungle at gmail.com> wrote:
Check out www.quantmod.com.  Specifically,
http://www.quantmod.com/examples/charting/
quantmod allows you to zoom (and might have some other interactive features).
Not a good question for a R mailing list...
See the tools under TradeAnalytics on R-forge:
http://r-forge.r-project.org/projects/blotter/

Best,
Josh
--
http://www.fosstrading.com
Gabor Grothendieck
# 
This may not be exactly what you are looking for but you can use zoo
series with the playwith package to do zoom, pan, do annotation and a
few other things as shown in the examples near the end in ?xyplot.zoo
in the zoo package.   It also can be used in conjunction with the
TeachingDemos package as shown in one of the ?plot.zoo examples near
the end

On Thu, Feb 18, 2010 at 6:07 PM, Michael Jungle
<michael.in.the.jungle at gmail.com> wrote: