Design Signal Builder

[MohammedFCIS]

http://rpubs.com/Mohammed/Trading_Basics https://medium.com/@boniface.yogi/algotrading-with-r-quantstrat-763a44c9c3ab https://statsmaths.github.io/stat395-f17/assets/final_project/amarnani.html https://timtrice.github.io/backtesting-strategies/basic-strategy.html https://www.quantmod.com/examples/intro/ https://www.quantinsti.com/blog/an-example-of-a-trading-strategy-coded-in-r http://r.789695.n4.nabble.com/Buy-and-sell-signal-with-quantmod-td928337.html https://gist.github.com/timtrice/fdbf8a8cc56b95a583b16b6d0cc036f6 https://www.r-bloggers.com/chart-with-individual-signals/ http://blog.fosstrading.com/2011/03/how-to-backtest-strategy-in-r.html http://blog.fosstrading.com/2009/05/rsi2-with-position-sizing.html https://www.r-bloggers.com/the-end-of-the-honeymoon-falling-out-of-love-with-quantstrat/ https://quantstrattrader.wordpress.com/2014/09/09/nuts-and-bolts-of-quantstrat-part-i/ https://github.com/gyollin/quantstrat-tutorial/blob/master/quantstratTutorial.pdf

[MohammedFCIS]

http://rpubs.com/Mohammed/Trading_Basics https://analyticsprofile.com/r-algo-trading-course/chapter-5-analyzing-bcktesting-results/

• Now I understand more how to organize creating portfolio and everything inside it (account, strategy, etc..)
• Will consider now one simple portfolio, account and strategy
• Need to answer the question about how to display signals output?!

[MohammedFCIS]

https://medium.com/@boniface.yogi/algotrading-with-r-quantstrat-763a44c9c3ab

• Strategy builder sections.
• We can create our signals
• Still need to focus on reporting the results

[MohammedFCIS]

https://statsmaths.github.io/stat395-f17/assets/final_project/amarnani.html

• Much better report, I can make use of that
• There are so many useful resources:
  • https://www.quantstart.com/articles
  • https://gist.github.com/timtrice/fdbf8a8cc56b95a583b16b6d0cc036f6
  • https://www.r-bloggers.com/the-end-of-the-honeymoon-falling-out-of-love-with-quantstrat/
  • http://epchan.blogspot.com/
  • http://jonathankinlay.com/
  • https://alvarezquanttrading.com/
  • https://qoppac.blogspot.com/
  • https://github.com/gyollin/quantstrat-tutorial/blob/master/quantstratTutorial.pdf https://timtrice.github.io/backtesting-strategies/analyzing-results.html (imp) https://timelyportfolio.blogspot.com/2011/06/quantstrat-to-build-on-part-5.html https://timelyportfolio.blogspot.com/2011/06/reit-momentum-in-quantstrat.html https://www.r-bloggers.com/a-quantstrat-to-build-on-part-6/ https://stackoverflow.com/questions/37335157/add-custom-ta-to-chart-posn https://stackoverflow.com/questions/51033613/r-with-no-transactions-positions-to-chart https://quantstrattrader.wordpress.com/ https://stackoverflow.com/questions/36424718/quantstrat-how-to-build-a-strategy-on-a-certain-asset-and-use-it-on-another-on https://stackoverflow.com/questions/18187085/r-quantstrat-example-guy-yollin https://quantstrattrader.wordpress.com/2014/06/17/trend-vigor-part-iv-shorting-and-walk-forward-test/ https://quantstrattrader.wordpress.com/category/r/page/3/

[MohammedFCIS]

https://timtrice.github.io/backtesting-strategies/data-quality.html#examining-trades

• Good for reporting as well

[MohammedFCIS]

https://www.quantmod.com/examples/intro/

• Has no value for me right now, however it might be an entry point to the modelling subject later

[MohammedFCIS]

https://www.quantinsti.com/blog/an-example-of-a-trading-strategy-coded-in-r https://www.r-bloggers.com/an-example-of-a-trading-strategy-coded-in-r/ https://rpubs.com/mr148/364194 http://www.rpubs.com/johnakwei/396564 https://rpubs.com/mr148/364194 https://analyticsprofile.com/algo-trading/backtesting-trading-strategy-in-r/

• It is about adding the regular stuff on chartSeries, I am not quite understand it and I do not think I will use it now