Some R Links
|March 31st, 2011, 10:14 PM||#1 (permalink)|
Futures Experience: Beginner
Platform: NinjaTrader, TOS
Posts: 798 since Jun 2009
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Some R Links
Two years ago I started a thread in the Elite Section on NT7 and R
I'm posting a few tips and links here in the open for the wider community interested in learning more about this powerful, free tool.
First, what is R? R is a software environment for statistical computing and graphics. It compiles and runs on a wide variety of UNIX platforms, Windows and the MacOS.
The main site for this open-source software is here: The R Project for Statistical Computing
and there is an alternative version worth checking out here: Revolution Analytics - Commercial Software & Support for the R Statistics Language
The programs that do particular things in R are called packages. They are listed here: CRAN - Contributed Packages
One of my favorite packages is put togther and maintained by the guys at www.rmetrics.org, and it can be installed following the instructions here: https://wiki.rmetrics.org/install_rmetrics. Those guys also have some free and some paid ebooks available, https://www.rmetrics.org/ebooks.
Getting data in to and out of R is usually your first hurdle. There are commands and packages to get data from everything from Yahoo to Bloomberg.
The ExportData strategy for NT7 ( https://futures.io/free_downloads/ninjatrader-7/misc/339-download.html?view) was originally started as a way to get data from NT into a format that could be read by R.
A package that is good for beginners and one that I use for quick-and-dirty plotting in conjuntion with ExportData is RCommander (CRAN - Package Rcmdr).
Some interesting links include:
R-bloggers | R news & tutorials from the web
R Graph Gallery :: Home
Packages also worth checking out include quantmod and quantstrat. The latter is still in development but it looks interesting. https://r-forge.r-project.org/projects/blotter/.
I do things in R offline, in non real time. If have access to the Elite section that first thread I referenced shows how a clever guy built a dll to get NT and R to talk in real time. That was created while NT7 was still in its beta infancy and no longer works I believe, but the ideas and links are still there if someone is up for the challenge.