R trading workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

(Last Updated On: June 8, 2012)

R  trading workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

R  trading including complete workflow to build strategy, plot, P&L, rules, indicator, signal, portfolio summary ,compute trade/signal statistics Pt 1

This contains the following steps:

create the porfolio and account
Plot something like simple moving average
Create your Buy-Sell rules from creating potential short/long positions to exit position
Calculate P&L and resulting equity
Plot the performance
Initialize your set of orders
Crate a new strategy
Add a potential indicator to the strategy
Add a rule to the strategy
Add a signal to the strategy
Execute the strategy
Update the P&L
Plot the portfolio summary time series
Compute return and trade statistics

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs