I'm new to R, and after having read some examples of R code here ( , I tried to play a bit with it.
The first step was to get some data. I'm using Interactive Brokers, and as everybody knows, the datafeed is not very good, and you can't easily get a lot of historical data, as their have limitations (.
With these limitations, you can't backtest (with NT for example) a large amount of data if you don't already have these data...
Anyway, the idea was to get 1 year of US stocks data from IB, so I used IBrokers ( CRAN package. This smart package know IB limits, and manage them (some sleep between each request).