Getting R Objects into Quantshare

Getting R Objects into Quantshare

Markus Douglas, Jr
2011-07-12 08:14:44

Hey guys,

Considering the fast development of the R statistical programming language and the very large number of available packages (e.g. for data mining, neural networks, genetic programming, linear algebra...), I was wondering if it could be possible to add a feature to Quantshare allowing users to import R objects.

I believe that trading softwares can not compete against R for modeling signals (especially when it involves advanced statistical algorithms) but their edge is at the portfolio level testing and backtesting speed.

A similar package seems to be available in Amibroker: the RMath plug-in.

What do you think?

Cheers!

Markus Douglas, Jr.

QuantShare
2011-07-12 11:29:07

Very good idea

antoni
2012-05-31 07:03:07

Hello,

How to work the New plug-in for "R" math (introduced inthe Version 2.4.4, Released on 2011-09-22 ?

QuantShare
2012-05-31 07:11:38

Here are the "R" math functions you can use in QuantShare language:
R_Evaluate
R_SetArray
R_GetArray
R_Debug

If you cannot find these function then you will need to install the "R" math plugin:
You should copy and unrar the following file then save files under the QuantShare directory. After that, restart the app:
http://www.quantshare.com/free/R-Plugin.rar

You should also install the R(D) COM interface
For more info please read: http://www.codeproject.com/KB/cs/RtoCSharp.aspx

Example of usage:

res = R_SetArray("a", close);
res = R_Evaluate("a + 2");
plot(res, "");

antoni
2012-05-31 09:04:42

Thanks you!!

Jim Harrison
2012-06-01 00:39:18

Thank you very much.

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