I'm new to R, I know that there is a package called quantmod which can perform some basic application in trading.
I just want to now that: until now, is this quantmod package be able to do tick data trading backtesting?
If yes, I'm planning using more time and effort to learn. If not, maybe just try to use an other platform.
Hope someone can answer.
Thanks
PS.
And I just check the website for quantmod...
in the "what's next", here is the information:
{ what's next }
June 10, 2008
In no particular order (unless someone tells me otherwise)
specify/build/tradeModel work - tradeLog, tradeRules, etc. to be added
Post-trade analysis work - charts and general tools
Multi-instrument visualization work Vignettes!
More high frequency testing - possibly tick data
So I guess we still can not do such backtesting in R....