R help - Sep 2006 - currency or stock trading strategy

Hi,

are there any good charting and analysis tools for use with
currencies, stocks, etc. in R?  I have some tools to download currency
data from the NYFRB using python and XML.  Can we get and parse an XML
download using R?  Can we have interaction in R plots?  Does anyone
use R for back-testing trading strategies?  Are there any forums for
discussion of using R for this specific purpose (apart from this
general list)?  Is anyone aware of any general open-source
developments for these purposes (I don't see any from GNU or google
searches)?

Take care, Darren

Hi Patrick,

thanks for pointing me to your work and Rmetrics.

I have a few questions on my mind right now.  Do you have methods for
automatic download of price quote histories?  I can use python to get
XML data on FOREX price quotes from the NYRB and other sites.
Together with Rpy and matplotlib, that data download could form the
basis for an open source technical analysis platform.  I still need
some way to get open source price quote histories for stocks and
options.  Any ideas?

Best, Darren


On 9/18/06, Patrick Burns <pburns at pburns.seanet.com>
wrote:
> The Finance page of the Burns Statistics website tells
> you how to sign up to R-sig-finance.
>
> You want to investigate Rmetrics.
>
> You can see an example of backtesting in R from the
> 'evalstrat' package that is in the Public Domain area of
> the Burns Statistics website.
>
> Patrick Burns
> patrick at burns-stat.com
> +44 (0)20 8525 0696
> http://www.burns-stat.com
> (home of S Poetry and "A Guide for the Unwilling S User")
>
> Darren Weber wrote:
>
> >Hi,
> >
> >are there any good charting and analysis tools for use with
> >currencies, stocks, etc. in R?  I have some tools to download currency
> >data from the NYFRB using python and XML.  Can we get and parse an XML
> >download using R?  Can we have interaction in R plots?  Does anyone
> >use R for back-testing trading strategies?  Are there any forums for
> >discussion of using R for this specific purpose (apart from this
> >general list)?  Is anyone aware of any general open-source
> >developments for these purposes (I don't see any from GNU or google
> >searches)?
> >
> >Take care, Darren
> >
> >______________________________________________
> >R-help at stat.math.ethz.ch mailing list
> >https://stat.ethz.ch/mailman/listinfo/r-help
> >PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> >and provide commented, minimal, self-contained, reproducible code.
> >
> >
> >
> >
>

On 9/17/06, Darren Weber <darrenleeweber at gmail.com>
wrote:
> Hi,
>
> are there any good charting and analysis tools for use with
> currencies, stocks, etc. in R?  I have some tools to download currency
> data from the NYFRB using python and XML.  Can we get and parse an XML
> download using R?  Can we have interaction in R plots?  Does anyone
> use R for back-testing trading strategies?  Are there any forums for
> discussion of using R for this specific purpose (apart from this
> general list)?  Is anyone aware of any general open-source
> developments for these purposes (I don't see any from GNU or google
> searches)?
>
> Take care, Darren
I hardly know where to start either. I use R, Python, rpy, gnuplot-py
and gnuplot together and am very happy with the result. I find that
each piece has it own strengths and together they provide a very
powerful solution. I am currently working on integrating TA-lib into
this mix via a project started by Andrea Malagoli--see the
r-sig-finance archives.

http://rpy.sourceforge.net/
http://www.gnuplot.info/
http://gnuplot-py.sourceforge.net/
http://ta-lib.org/

     jab
-- 
John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.