Building a simple , equity curve backtester in R.

$30-250 USD

Closed

Posted

about 7 years ago

$30-250 USD

Paid on delivery

We can write in R and , save signals and price, not log diff and use function like this. never a need to go more than 3 bars back on signals from current. handles 1,0,-1, also handles open profit. Let's write this with mechanism test on MA Crossover and we can use it for this work. This is the code below in EasyLanguage ( TradeStation) //PLSimulatorMK Inputs: Signal(numericseries),Useopen(Truefalse); Vars:dmode(0),LEPrice(-99999),LXPrice(-99999),SEPrice(-99999),SXPrice(-99999); vars: GProfit(0),OpenProfit(0); vars: Nxtop(0); Nxtop=open; If Signal[1]=1 And (Signal[2]=-1 Or Signal[2]=0) Then begin LEPrice=nxtop; If Signal[2]=-1 Then begin SXPrice=nxtop; GProfit=(SEPrice-SXPrice)+GProfit; End; End; {('***********************************************} If Signal[1]=-1 And (Signal[2]=1 Or Signal[2]=0) Then begin SEPrice=nxtop; If Signal[2]=1 Then begin LXPrice=nxtop; GProfit=(LXPrice-LEPrice)+GProfit; End; End; {' deal with open position profit} If Signal[1]=1 And Useopen=True Then begin OpenProfit=(Close[1]-LEPrice); End; If Signal[1]=-1 and Useopen=True Then begin OpenProfit=(SEPrice-Close[1]); End; If Signal[1]=0 Or Useopen=False Then begin OpenProfit=0; End; PLSimulatormk=(GProfit+OpenProfit) Can you give me a R version

Financial Research

Machine Learning (ML)

R Programming Language

Project ID: 13172158

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Active 7 yrs ago

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@kannasanthosh

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@hsi5860c3d868f1c

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