Home > R, Shiny > Market Filter Back Test Shiny web application

Market Filter Back Test Shiny web application

Today, I want to share the Market Filter Back Test application (code at GitHub).

This is the forth application in the series of examples (I plan to share 5 examples) that will demonstrate the amazing Shiny framework and Systematic Investor Toolbox to analyze stocks, make back-tests, and create summary reports.

The motivation for this series of posts is to show how to translate, with minimal effort, your back-test scripts into live web applications that can either be run from the Shiny server or your personal computer.

Please note that Back Test applications take longer time to update the plots/tables and hence maybe more appropriate to run from your local computer.

I will post the next example application on Monday.

Have a good long weekend

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Categories: R, Shiny
  1. ted thedog
    February 17, 2013 at 2:26 pm

    I very much appreciate that you make your work public and I’ve learned a tremendous amount. Thank you.

    I hope you won’t view this as criticism but as helpful:
    entering BRK-B, with no other changes, gives very odd results for the Shiny implementation of the market filter backtest.

    • February 17, 2013 at 11:22 pm

      I intentionally did not adjust for splits in the market.filter tool.

      You can easily fix this by adding
      data[[symbol]] = adjustOHLC(symbol_env[[symbol]], use.Adjusted=T)

  2. SC
    February 17, 2013 at 11:10 pm

    That’s really cool.

  3. February 19, 2013 at 5:32 pm

    Greetings Michael, thanks for your helpful examples of the Shiny app. You’ve motivated me to make my own shiny app on my recent high-frequency FOREX trading in R with MDFA article http://imetricablog.com/2013/02/19/high-frequency-financial-trading-on-forex-with-mdfa-and-r-an-example-with-the-japanese-yen/

  4. Alex Good
    February 19, 2013 at 6:31 pm

    Really excellent work sir! Have been a huge fan of this series and find it immensely helpful for R shiny development. Your trading libraries are quite good too. Please keep it coming.

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