Updated repository containing datafeed and strategy
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INTRADAY-PartA
INTRADAY-PartB
README.md

README.md

Soren Wilkening.updated March 2015

Quickstart:

Make sure you have the following R packages installed, either from CRAN or r-forge:
quantmod, mmap, IBrokers, blotter, FinancialInstrument.

To run the dummy EURUSD strategy, do the following: Open two terminals in INTRADAY-PartAB/

==== Initialize strategy (terminal 1)

cd INTRADAY-PartB/STRATEGY01 ; R --vanilla <IBcreate*

==== Run datafeed (terminal 1)

cd ../../INTRADAY-PartA ; R --vanilla <01run*

==== Run strategy (terminal 2)

cd INTRADAY-PartB/STRATEGY01 ; R --vanilla <00launch*