Some R Links - Matlab, R project and Python | futures trading

Go Back

> Futures Trading, News, Charts and Platforms > Platforms and Indicators > Matlab, R project and Python

Some R Links
Started:March 31st, 2011 (10:14 PM) by MXASJ Views / Replies:2,365 / 3
Last Reply:May 10th, 2011 (12:42 PM) Attachments:0

Welcome to

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Thread Tools Search this Thread

Some R Links

Old March 31st, 2011, 10:14 PM   #1 (permalink)
Elite Member
Futures Experience: Beginner
Platform: NinjaTrader, TOS
Posts: 798 since Jun 2009
Thanks: 109 given, 784 received

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, and it can be installed following the instructions here: Those guys also have some free and some paid ebooks available,

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 ( 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.

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.

Happy hunting!

Reply With Quote
The following 9 users say Thank You to MXASJ for this post:

Old March 31st, 2011, 10:14 PM   #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.


Old May 9th, 2011, 03:19 AM   #3 (permalink)
Banned: Repeated promotion of vendor site in numerous posts
Futures Experience: Intermediate
Platform: Amibroker, Multicharts
Favorite Futures: ES
Timot's Avatar
Posts: 26 since May 2011
Thanks: 20 given, 8 received

I heard a lots of people are using R for backtesting. Thanks!

Reply With Quote

Old May 10th, 2011, 12:42 PM   #4 (permalink)
Membership Temporarily Revoked
Futures Experience: None
Platform: graph paper and pencil
Favorite Futures: harp
dutchbookmaker's Avatar
Posts: 187 since Dec 2010
Thanks: 9 given, 106 received

These two blogs have alot of nice R code on them trading wise. Timely Portfolio is more active than Foss though it seems.
Timely Portfolio
FOSS Trading

Reply With Quote
The following 2 users say Thank You to dutchbookmaker for this post:

Reply > Futures Trading, News, Charts and Platforms > Platforms and Indicators > Matlab, R project and Python > Some R Links

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
Gridkings Links and Tools GridKing Elite Trading Journals 38 November 2nd, 2012 07:04 AM
Ninja Programming - Useful Links Saroj NinjaTrader Programming 5 August 18th, 2011 04:09 PM
Helpful Trading Links Bacon Help, Tutorials, and How-Tos 1 July 24th, 2010 06:27 PM
Useful Links - Contributions wh MetaQuotes MetaTrader MQL Programming 2 September 25th, 2009 08:38 AM

All times are GMT -4. The time now is 04:37 PM.

Copyright © 2016 by All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-27 in 0.08 seconds with 19 queries on phoenix via your IP