quantstrat is a R package. It makes backtesting trading strategies easy. It is still under heavy development and can’t be installed from CRAN yet. You can install it from source and the process is straightforward.
Step1. Install these dependencies in R:
Step2. Go to R-forge and download the .tar.gz files for blotter and quantstrat, and run the following commands in R (change version numbers to reflect the version you downloaded):
A client of mine told me about a web service called Quantopian that allows you to easily build, test and execute your trading algorithms. I haven’t used it yet, but on the first look, it seems they’re doing a pretty good job.