Why doing back test in R when my strategy runs in Java/JForex?
This is valid question. Why anyone would be bothering writing thousand lines of code without any possible reuse?
First of all R is good for quick strategy prototyping. Before we would be bothering to write single line of code in Java, it's better to assure that our strategy is profitable. And R is very good tool for it. Ok, fair enough so far. However this would lead us to justified worries about rewriting whole strategy that we potentially have in R to Java. This could be potentially quite big issue since libraries we are used to use in R usually do not have their opposite siblings in Java world. So my personal intention about strategies being written in R is to be able to reuse as much from the code base in R as possible. How?
Reuse R code in Java/JForex? Use Renjin!
When I was starting inv…